Ergodic Problems for Viscous Hamilton--Jacobi Equations with Inward Drift
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Publication:4644420
DOI10.1137/18M1179328zbMath1417.35213OpenAlexW2907271907MaRDI QIDQ4644420
Emmanuel Chasseigne, Naoyuki Ichihara
Publication date: 7 January 2019
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/18m1179328
generalized eigenvalue problemergodic problemviscous Hamilton-Jacobi equationstochastic ergodic control
Optimal stochastic control (93E20) Diffusion processes (60J60) Hamilton-Jacobi equations (35F21) PDEs in connection with control and optimization (35Q93)
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Sharp estimates of the generalized principal eigenvalue for superlinear viscous Hamilton-Jacobi equations with inward drift, Rate of convergence for singular perturbations of Hamilton-Jacobi equations in unbounded spaces, A Viscous Ergodic Problem with Unbounded and Measurable Ingredients, Part 1: HJB Equation, Phase transitions arising in stochastic ergodic control associated with viscous Hamilton-Jacobi equations with bounded inward drift, Orbital normal forms for a class of three-dimensional systems with an application to Hopf-zero bifurcation analysis of Fitzhugh-Nagumo system, On the relative value iteration with a risk-sensitive criterion, A Variational Characterization of the Risk-Sensitive Average Reward for Controlled Diffusions on $\mathbb{R}^d$
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