On a controlled eigenvalue problem

DOI10.1016/J.SYSCONLE.2010.08.009MaRDI QIDQ616962zbMATH OpenOpenAlexFDO

Authors Anup Biswas, Vivek Borkar

Publication date 12 January 2011

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.sysconle.2010.08.009

zbMATH Keywords

Hamilton-Jacobi-Bellman equationprincipal eigenvaluenonlinear eigenvalue problemcontrolled diffusionexit rateoptimal Markov control

Mathematics Subject Classification ID

Existence theories for optimal control problems involving partial differential equations (49J20) Existence of optimal solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49J30) Variational methods for eigenvalues of operators (49R05)

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Cites work

• Principal eigenvalues and the Dirichlet problem for fully nonlinear elliptic operators
• The value function in ergodic control of diffusion processes with partial observations

Cited in

(11)

• Risk-sensitive control for a class of diffusions with jumps
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• Principal eigenvalues of a class of nonlinear integro-differential operators
• Optimal control of diffusion processes pertaining to an opioid epidemic dynamical model with random perturbations
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