Pages that link to "Item:Q391379"
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The following pages link to Criticality of viscous Hamilton-Jacobi equations and stochastic ergodic control (Q391379):
Displaying 11 items.
- Strict monotonicity of principal eigenvalues of elliptic operators in \(\mathbb R^d\) and risk-sensitive control (Q1732995) (← links)
- Phase transitions arising in stochastic ergodic control associated with viscous Hamilton-Jacobi equations with bounded inward drift (Q2022968) (← links)
- Properties of critical and subcritical second order self-adjoint linear equations (Q2054768) (← links)
- On ergodic control problem for viscous Hamilton-Jacobi equations for weakly coupled elliptic systems (Q2074444) (← links)
- Sharp estimates of the generalized principal eigenvalue for superlinear viscous Hamilton-Jacobi equations with inward drift (Q2131382) (← links)
- Zero-sum stochastic differential games with risk-sensitive cost (Q2301679) (← links)
- The generalized principal eigenvalue for Hamilton-Jacobi-Bellman equations of ergodic type (Q2349405) (← links)
- Qualitative properties of generalized principal eigenvalues for superquadratic viscous Hamilton-Jacobi equations (Q2397181) (← links)
- Phase Transitions for Controlled Markov Chains on Infinite Graphs (Q2796102) (← links)
- On unbounded solutions of ergodic problems in ℝ<sup><i>m</i></sup>for viscous Hamilton–Jacobi equations (Q2955384) (← links)
- A Viscous Ergodic Problem with Unbounded and Measurable Ingredients, Part 1: HJB Equation (Q6148455) (← links)
