Ergodic type Bellman equations of first order with quadratic Hamiltonian

DOI10.1007/S00245-008-9043-ZzbMATH Open1166.49028OpenAlexW1979911859MaRDI QIDQ2391247FDOQ2391247

Authors: Hidehiro Kaise, S. J. Sheu 

Publication date: 24 July 2009

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00245-008-9043-z

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zbMATH Keywords

critical valuecharacterization of solutionsergodic type Bellman equationsstructure of viscosity solutions

Mathematics Subject Classification ID

Nonlinear first-order PDEs (35F20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Optimal stochastic control (93E20)

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Cited In (4)

• Criticality of viscous Hamilton-Jacobi equations and stochastic ergodic control
• Large deviations and importance sampling for systems of slow-fast motion
• An eikonal equation with vanishing Lagrangian arising in global optimization
• Ergodic problem for the Hamilton-Jacobi-Bellman equation. I: Existence of the ergodic attractor

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