Ergodic problem for the Hamilton-Jacobi-Bellman equation. I: Existence of the ergodic attractor

DOI10.1016/S0294-1449(97)80134-5zbMATH Open0892.49015OpenAlexW2051631857MaRDI QIDQ1368892FDOQ1368892

Authors: Mariko Arisawa 

Publication date: 16 July 1998

Published in: Annales de l'Institut Henri Poincaré. Analyse Non Linéaire (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPC_1997__14_4_415_0

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zbMATH Keywords

Hamilton-Jacobi-Bellman equationsviscosity solutionergodic attractor

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Hamilton-Jacobi theories (49L99)

Cites Work

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• On oblique derivative problems for fully nonlinear second-order elliptic partial differential equations on nonsmooth domains
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Cited In (21)

• A representation theorem for the viscosity solutions of a degenerate ergodic Hamilton-Jacobi-Bellman equation on the torus
• The turnpike property and the longtime behavior of the Hamilton-Jacobi-Bellman equation for finite-dimensional LQ control problems
• Ergodic Type Problems and Large Time Behaviour of Unbounded Solutions of Hamilton–Jacobi Equations
• Linear quadratic optimal control turnpike in finite and infinite dimension: two-term expansion of the value function
• 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
• Ergodic BSDEs and related PDEs with Neumann boundary conditions
• Ergodic problem for the Hamilton-Jacobi-Bellman equation. II
• Unique ergodicity of deterministic zero-sum differential games
• Herglotz' variational principle and Lax-Oleinik evolution
• On the boundary ergodic problem for fully nonlinear equations in bounded domains with general nonlinear Neumann boundary conditions
• Long time averaged reflection force and homogenization of oscillating Neumann boundary conditions.
• Asymptotic control for a class of piecewise deterministic Markov processes associated to temperate viruses
• Linear programming formulation of long-run average optimal control problem
• A survey of average cost problems in deterministic discrete-time control systems
• Ergodic type Bellman equations of first order with quadratic Hamiltonian
• Limit value for optimal control with general means
• Vanishing Discount Limit and Nonexpansive Optimal Control and Differential Games
• On representation formulas for long run averaging optimal control problem
• On ergodic problem for Hamilton-Jacobi-Isaacs equations
• Some homogenization results for non-coercive Hamilton-Jacobi equations

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