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

periodic homogenizationeffective Hamiltoniansstate-constraint problem

Mathematics Subject Classification ID

Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) Nonlinear first-order PDEs (35F20) 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) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15)

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Cited in

(9)

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

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