Strict monotonicity of principal eigenvalues of elliptic operators in \(\mathbb R^d\) and risk-sensitive control

DOI10.1016/j.matpur.2018.05.008zbMath1423.35267arXiv1704.02571OpenAlexW2605994165MaRDI QIDQ1732995

Subhamay Saha, Anup Biswas, Aristotle Arapostathis

Publication date: 26 March 2019

Published in: Journal de Mathématiques Pures et Appliquées. Neuvième Série (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1704.02571

zbMATH Keywords

ergodic controlrisk-sensitive controlrecurrence and transienceviscous Hamilton-Jacobi equationsgeneralized principal eigenvaluesemi-linear eigenvalue problems

Mathematics Subject Classification ID

Asymptotic behavior of solutions to PDEs (35B40) Estimates of eigenvalues in context of PDEs (35P15) Optimal stochastic control (93E20) Diffusion processes (60J60) PDEs in connection with control and optimization (35Q93)

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