scientific article; zbMATH DE number 792610

zbMATH Open0867.47043MaRDI QIDQ4845115FDOQ4845115

Authors: Toshiko Ogiwara 

Publication date: 18 October 1995

Title of this publication is not available (Why is that?)

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zbMATH Keywords

eigenvalue problemeigenvectorpositive solutionsSobolev spacesindecomposabilityorder-preserving mappingsresolvent problemnonlinear Perron-Frobenius problemstrongly ordered Banach spacemulti-valued resolvent maporder-preserving compact mappingsubhomogeneous mappings

Mathematics Subject Classification ID

Nonlinear boundary value problems for linear elliptic equations (35J65) Monotone and positive operators on ordered Banach spaces or other ordered topological vector spaces (47H07) Nonlinear spectral theory, nonlinear eigenvalue problems (47J10)

Cited In (14)

• A dynamical approach to the Perron-Frobenius theory and generalized Krein-Rutman type theorems
• A variational formula for risk-sensitive reward
• Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion
• Title not available (Why is that?)
• Risk-sensitivity vanishing limit for controlled Markov processes
• Nonlinear Perron-Frobenius problem for order-preserving mappings. I
• Nonlinear Perron-Frobenius problem for order-preserving mappings. II: Applications
• ``Controlled versions of the Collatz-Wielandt and Donsker-Varadhan formulae
• Relative stability for ascending and positively homogeneous operators on Banach spaces
• A counterexample to a nonlinear version of the Kreĭn-Rutman theorem by R.\,Mahadevan
• A fixed point theorem for positive strict set-contractions mappings and its application to Urysohn type integral equations
• A variational characterization of the risk-sensitive average reward for controlled diffusions on \(\mathbb{R}^d\)
• Nonlinear extensions of the Perron-Frobenius theorem and the Krein-Rutman theorem
• Duality between large deviation control and risk-sensitive control for Markov decision processes

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