Stochastic control and principal eigenvaluet†
DOI10.1080/17442508308833285zbMATH Open0535.93070OpenAlexW2027559340MaRDI QIDQ3320263FDOQ3320263
Authors: Shuennjyi Sheu 
Publication date: 1984
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508308833285
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Dynamic programming (90C39) Optimality conditions for problems involving randomness (49K45) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) (Generalized) eigenfunction expansions of linear operators; rigged Hilbert spaces (47A70)
Cites Work
- A minimum principle for the principal eigenvalue for second-order linear elliptic equations with natural boundary conditions
- Title not available (Why is that?)
- On a Variational Formula for the Principal Eigenvalue for Operators with Maximum Principle
- On a stochastic representation for the principal eigenvalue of a second-order differential equation
- A new energy characterization of the smallest eigenvalue of the schrödinger equation
- Differentiability preserving properties of markov semigroups associated with one-dimensional diffusions
Cited In (11)
- A variational formula for risk-sensitive control of diffusions in \(\mathbb{R}^d\)
- Principal eigenvalue characterization connected with stochastic particle motion in a finite interval
- Linear PDEs and eigenvalue problems corresponding to ergodic stochastic optimization problems on compact manifolds
- On principal eigenvalues for random evolutions
- A remark on the large deviations of an ergodic markov process
- Variational and optimal control representations of conditioned and driven processes
- Nonequilibrium Markov processes conditioned on large deviations
- Global algorithms for maximal eigenpair
- A variation on the Donsker-Varadhan inequality for the principal eigenvalue
- Perron-Frobenius, principal eigenvalue, maximum principle: a personal itinerary
- Asymptotic for the principal eigenvalue and eigenfunction of a nearly first-order operator with large potential
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