Phase transitions arising in stochastic ergodic control associated with viscous Hamilton-Jacobi equations with bounded inward drift

DOI10.1007/s42985-021-00072-0zbMath1467.35327OpenAlexW3124358457WikidataQ114216508 ScholiaQ114216508MaRDI QIDQ2022968

Naoyuki Ichihara

Publication date: 3 May 2021

Published in: SN Partial Differential Equations and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42985-021-00072-0

zbMATH Keywords

recurrence and transienceviscous Hamilton-Jacobi equationgeneralized principal eigenvaluestochastic ergodic control

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Diffusion processes (60J60) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Dynamical aspects of statistical mechanics (37A60) Hamilton-Jacobi equations (35F21) PDEs in connection with control and optimization (35Q93)

Related Items (1)

Sharp estimates of the generalized principal eigenvalue for superlinear viscous Hamilton-Jacobi equations with inward drift

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