On ergodic control problem for viscous Hamilton-Jacobi equations for weakly coupled elliptic systems

DOI10.1016/J.JDE.2022.01.007MaRDI QIDQ2074444zbMATH OpenOpenAlexFDO

Authors Anup Biswas, Prasun Roychowdhury, Ari Arapostathis

Publication date 10 February 2022

Published in Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2106.09497

zbMATH Keywords

ergodic eigenvalue problemsystems of viscous Hamilton-Jacobi equations

Mathematics Subject Classification ID

Nonlinear elliptic equations (35J60) Second-order elliptic systems (35J47) Nonlinear eigenvalue problems and nonlinear spectral theory for PDEs (35P30) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Abstract: In this article we study ergodic problems in the whole space $mathbb{R}^N$ for weakly coupled systems of viscous Hamilton-Jacobi equations with coercive right-hand sides. The Hamiltonians are assumed to have a fairly general structure and the switching rates need not be constant. We prove the existence of a critical value $lambd{a}^{\ast }$ such that the ergodic eigenvalue problem has a solution for every $lambdaleqlambd{a}^{\ast }$ and no solution for $lambda>lambd{a}^{\ast }$. Moreover, the existence and uniqueness of non-negative solutions corresponding to the value $lambd{a}^{\ast }$ are also established. We also exhibit the implication of these results to the ergodic optimal control problems of controlled switching diffusions.

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Cited in

(6)

• Weakly coupled Hamilton-Jacobi systems without monotonicity condition: a first step
• Nonlocal ergodic control problem in \(\mathbb{R}^d\)
• Criticality of viscous Hamilton-Jacobi equations and stochastic ergodic control
• Null controllability of viscous Hamilton-Jacobi equations
• Phase transitions arising in stochastic ergodic control associated with viscous Hamilton-Jacobi equations with bounded inward drift
• Uniqueness structure of weakly coupled systems of ergodic problems of Hamilton-Jacobi equations

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