Ergodic control problems on the whole Euclidean space and convergence of symmetric diffusions

DOI10.1515/FORM.1992.4.159zbMATH Open0749.93082OpenAlexW2022996397MaRDI QIDQ3991009FDOQ3991009

Authors: Hideo Nagai 

Publication date: 28 June 1992

Published in: Forum Mathematicum (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/141669

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zbMATH Keywords

Ergodic control problemseigenvalue problems for Schrödinger operatorsoptimal diffusions

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Hamilton-Jacobi theories (49L99) Optimal stochastic control (93E20) Elliptic equations and elliptic systems (35J99)

Cited In (4)

• Title not available (Why is that?)
• On a controlled eigenvalue problem
• Linear PDEs and eigenvalue problems corresponding to ergodic stochastic optimization problems on compact manifolds
• H-J-B equations of optimal consumption-investment and verification theorems

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