An ergodic control problem arising from the principal eigenfunction of an elliptic operator

DOI10.2969/JMSJ/04310049MaRDI QIDQ1174754zbMATH OpenOpenAlexFDO

Authors Alain Bensoussan, Hideo Nagai

Publication date 25 June 1992

Published in Journal of the Mathematical Society of Japan (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2969/jmsj/04310049

zbMATH Keywords

existence of nonnegative solutionsmethod of super- and subsolutions

Mathematics Subject Classification ID

Dependence of solutions to PDEs on initial and/or boundary data and/or on parameters of PDEs (35B30) Schrödinger operator, Schrödinger equation (35J10) Nonlinear elliptic equations (35J60) Optimal stochastic control (93E20)

Review text

The paper considers the equation (*) \(-(1/2)\Delta v+(1/2)|\nabla v|^ 2+\alpha v-V(x)=0\) in the whole space \(\mathbb{R}^ n\). It is assumed that \(\alpha>0\) and that the function \(V\) is smooth nonnegative and \(V(x)\to\infty\) as \(| x|\to\infty\). By means of special transformation \(v=-\log u\) and the method of super- and subsolutions there are established the existence of nonnegative solutions of (*) and the close relationship between (*) and the eigenvalue problem of the Schrödinger operator \(-(1/2)\Delta+V\). Particulary, it is shown that the limit of solutions of (*) as \(\alpha\to 0\) can be expressed in terms of the principal eigenvalue and eigenfunction of the Schrödinger operator.

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