A characterization of the existence of solutions for Hamilton-Jacobi equations in ergodic control problems with applications

DOI10.1007/S002450010001MaRDI QIDQ1573571zbMATH OpenOpenAlexFDO

Authors Mariko Arisawa, Hitoshi Ishii, P.-L. Lions

Publication date 30 August 2001

Published in Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s002450010001

zbMATH Keywords

effective Hamiltoniansperiodic homogenizationstate-constraint problem

Mathematics Subject Classification ID

Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) Nonlinear first-order PDEs (35F20) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15) Existence theories for optimal control problems involving ordinary differential equations (49J15) Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Review text

In this paper is considered the first-order Hamilton-Jacobi equation \(H(x,u,Du)= 0\) in \(\Omega\), where \(\Omega\) is an open subset of a real Hilbert space \({\mathcal H}\), \(u\) is the unknown which is a real-valued function on \(\overline\Omega\), \(Du(x)\) denotes the Fréchet derivative at \(x\) which is regarded as an element of \({\mathcal H}\) via Riesz theorem, and \(H\) is a real-valued function on \(\Omega\times\mathbb{R}\times{\mathcal H}\) which is called a Hamiltonian. For this equation, the so-called state-constraint problem is considered and the existence of a viscosity solution is studied. This problem is in the category of ergodic control problems and hence, the Hamiltonian \(H(x,u,p)\) is not assumed to be strictly increasing with respect to \(u\). One of the main results characterizes the existence of a bounded viscosity solution in terms of a sort of value functions of the state-constraint problem associated with the Hamilton-Jacobi equation. One of the applications of the main results is the reexamination of an example and the other is concerned with calculation of effective Hamiltonians in periodic homogenization of Hamilton-Jacobi equations.

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Cited in

(10)

• Ergodic problem for the Hamilton-Jacobi-Bellman equation. I: Existence of the ergodic attractor
• Risk-sensitive control and differential games in infinite dimensions
• Generalized ergodic problems: existence and uniqueness structures of solutions
• Ergodic problems for Hamilton-Jacobi equations
• On unbounded solutions of ergodic problems for non-local Hamilton-Jacobi equations
• Criticality of viscous Hamilton-Jacobi equations and stochastic ergodic control
• Eikonal equations in metric spaces
• A Viscous Ergodic Problem with Unbounded and Measurable Ingredients, Part 1: HJB Equation
• Metric viscosity solutions and distance-like functions on the Wasserstein space
• A representation theorem for the viscosity solutions of a degenerate ergodic Hamilton-Jacobi-Bellman equation on the torus

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