Ergodic problem for the Hamilton-Jacobi-Bellman equation. I: Existence of the ergodic attractor
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Cites work
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- Fully nonlinear Neumann type boundary conditions for first-order Hamilton–Jacobi equations
- Hamilton-Jacobi Equations with State Constraints
- Infinite-dimensional dynamical systems in mechanics and physics
- Neumann type boundary conditions for Hamilton-Jacobi equations
- On Some Impulse Control Problems with Long Run Average Cost
- On oblique derivative problems for fully nonlinear second-order elliptic partial differential equations on nonsmooth domains
- Optimal Control with State-Space Constraint. II
- Viscosity Solutions of Hamilton-Jacobi Equations
Cited in
(21)- On ergodic problem for Hamilton-Jacobi-Isaacs equations
- A survey of average cost problems in deterministic discrete-time control systems
- Vanishing Discount Limit and Nonexpansive Optimal Control and Differential Games
- On representation formulas for long run averaging optimal control problem
- A representation theorem for the viscosity solutions of a degenerate ergodic Hamilton-Jacobi-Bellman equation on the torus
- Limit value for optimal control with general means
- Ergodic BSDEs and related PDEs with Neumann boundary conditions
- Some homogenization results for non-coercive Hamilton-Jacobi equations
- Ergodic problem for the Hamilton-Jacobi-Bellman equation. II
- Ergodic type Bellman equations of first order with quadratic Hamiltonian
- Ergodic Type Problems and Large Time Behaviour of Unbounded Solutions of Hamilton–Jacobi Equations
- On the boundary ergodic problem for fully nonlinear equations in bounded domains with general nonlinear Neumann boundary conditions
- Unique ergodicity of deterministic zero-sum differential games
- Long time averaged reflection force and homogenization of oscillating Neumann boundary conditions.
- Linear programming formulation of long-run average optimal control problem
- Small noise asymptotics for invariant densities for a class of diffusions: a control theoretic view
- On the rate of convergence of infinite horizon discounted optimal value functions
- The turnpike property and the longtime behavior of the Hamilton-Jacobi-Bellman equation for finite-dimensional LQ control problems
- Herglotz' variational principle and Lax-Oleinik evolution
- Asymptotic control for a class of piecewise deterministic Markov processes associated to temperate viruses
- Linear quadratic optimal control turnpike in finite and infinite dimension: two-term expansion of the value function
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