scientific article; zbMATH DE number 1494212

MaRDI QIDQ4497366zbMATHFDO

Authors Hitoshi Ishii, Fuyuhiko Teramoto, Hideo Nagai

Publication date 22 November 2000

zbMATH Keywords

singular limitBellman equationviscosity methodsSchrödinger operatorrisk sensitive ergodic control

Mathematics Subject Classification ID

Nonlinear elliptic equations (35J60) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Optimal stochastic control (93E20)

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Cited in

(4)

• Asymptotic for the principal eigenvalue and eigenfunction of a nearly first-order operator with large potential
• Ergodic type Bellman equations of first order with quadratic Hamiltonian
• On the structure of solutions of ergodic type Bellman equation related to risk-sensitive control
• Risk-sensitive control and an abstract Collatz-Wielandt formula

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