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

DOI10.1016/J.JDE.2022.01.007zbMATH Open1484.35193arXiv2106.09497OpenAlexW3170030469MaRDI QIDQ2074444FDOQ2074444

Authors: Anup Biswas, Prasun Roychowdhury, Ari Arapostathis 

Publication date: 10 February 2022

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

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 $lambd{a}^{*}$ such that the ergodic eigenvalue problem has a solution for every $lambdaleqlambd{a}^{\ast }$ and no solution for $lambda>lambd{a}^{*}$. Moreover, the existence and uniqueness of non-negative solutions corresponding to the value $lambd{a}^{*}$ are also established. We also exhibit the implication of these results to the ergodic optimal control problems of controlled switching diffusions.

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

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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)

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Cited In (6)

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

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