scientific article; zbMATH DE number 55826
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Publication:4006399
zbMATH Open0779.35038MaRDI QIDQ4006399FDOQ4006399
Authors: Jens Frehse, Alain Bensoussan 
Publication date: 26 September 1992
Full work available at URL: https://www.digizeitschriften.de/dms/resolveppn/?PPN=GDZPPN002209705
Title of this publication is not available (Why is that?)
Recommendations
asymptotic estimatesuniquenessergodic controlBellman equationlocally uniform ellipticnonlinear elliptic equations with unbounded solutions
Nonlinear elliptic equations (35J60) Existence theories for optimal control problems involving partial differential equations (49J20) Dynamic programming in optimal control and differential games (49L20)
Cited In (46)
- Ergodic control problems for optimal stochastic production planning with production constraints.
- A partial history of the early development of continuous-time nonlinear stochastic systems theory
- Large deviations for multiscale diffusion via weak convergence methods
- Risk-sensitive control for a class of diffusions with jumps
- Risk-sensitive control and an optimal investment model. II.
- Long time asymptotics for fully nonlinear Bellman equations: a backward SDE approach
- A Bellman approach for two-domains optimal control problems in \(\mathbb{R}^N\)
- On stochastic ergodic control in infinite dimensions
- A Viscous Ergodic Problem with Unbounded and Measurable Ingredients, Part 1: HJB Equation
- Large time asymptotic problems for optimal stochastic control with superlinear cost
- Ergodic BSDEs under weak dissipative assumptions
- A comparison theorem for Bellman equations of ergodic control.
- Characterizations of overtaking optimality for controlled diffusion processes
- Title not available (Why is that?)
- Title not available (Why is that?)
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- Uniqueness of solution of production control problem in a manufacturing system with degenerate demand
- Ergodic control of semilinear stochastic equations and the Hamilton-Jacobi equation
- Large deviations and importance sampling for systems of slow-fast motion
- On the boundary ergodic problem for fully nonlinear equations in bounded domains with general nonlinear Neumann boundary conditions
- On uniqueness of solutions to viscous HJB equations with a subquadratic nonlinearity in the gradient
- Some results on Bellman equations of optimal production control in a stochastic manufacturing system
- The generalized principal eigenvalue for Hamilton-Jacobi-Bellman equations of ergodic type
- Ergodic control in stochastic manufacturing systems with constant demand
- Ergodic BSDEs driven by \(G\)-Brownian motion and applications
- Ergodic optimal quadratic control for an affine equation with stochastic and stationary coefficients
- Ergodic control of McKean-Vlasov SDEs and associated Bellman equation
- Nonlocal ergodic control problem in \(\mathbb{R}^d\)
- On the structure of solutions of ergodic type Bellman equation related to risk-sensitive control
- On unbounded solutions of ergodic problems for non-local Hamilton-Jacobi equations
- On ergodic control problem for viscous Hamilton-Jacobi equations for weakly coupled elliptic systems
- Long term average cost control problems without ergodicity
- Large deviations for synchronized system
- On Bellman's equations for mean and variance control of a Markov diffusion
- A New Monotonicity Condition for Ergodic Backward SDEs and Ergodic Control with Superquadratic Hamiltonians
- The impact of a ``quadratic gradient term in a system of Schrödinger-Maxwell equations
- Asymptotics of robust utility maximization
- A quasilinear elliptic equation in ℝN
- Ergodicity of Robust Switching Control and Nonlinear System of Quasi-Variational Inequalities
- Isoperimetric inequalities for an ergodic stochastic control problem
- Asymptotic for the principal eigenvalue and eigenfunction of a nearly first-order operator with large potential
- Radial symmetry of classical solutions for Bellman equations in ergodic control
- Controlled equilibrium selection in stochastically perturbed dynamics
- The ``ergodic limit for a viscous Hamilton-Jacobi equation with Dirichlet conditions
- Title not available (Why is that?)
- Long time asymptotics for optimal investment
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