Strict monotonicity of principal eigenvalues of elliptic operators in \(\mathbb R^d\) and risk-sensitive control
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Publication:1732995
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
ergodic controlrisk-sensitive controlrecurrence and transienceviscous Hamilton-Jacobi equationsgeneralized principal eigenvaluesemi-linear eigenvalue problems
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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