scientific article; zbMATH DE number 1254164

MaRDI QIDQ4227200zbMATH OpenFDO

Authors

Publication date 15 August 1999

zbMATH Keywords

Bellman equationprincipal eigenvaluesingular limitstochastic control

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)

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Cited in

(3)

• Small noise asymptotics for invariant densities for a class of diffusions: a control theoretic view
• An ergodic control problem arising from the principal eigenfunction of an elliptic operator
• Convergence of numerical methods and parameter dependence of min-plus eigenvalue problems, Frenkel-Kontorova models and homogenization of Hamilton-Jacobi equations.

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