Large Time Behavior of Solutions of Hamilton--Jacobi--Bellman Equations with Quadratic Nonlinearity in Gradients

DOI10.1137/110832343zbMath1264.35043OpenAlexW2028836744MaRDI QIDQ4918840

No author found.

Publication date: 6 May 2013

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/107e1a240106273b107dcf4b315b6f9afa53cc65

zbMATH Keywords

stochastic controlergodic diffusion

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Asymptotic behavior of solutions to PDEs (35B40) Diffusion processes (60J60) Initial value problems for second-order parabolic equations (35K15) Semilinear parabolic equations (35K58) Hamilton-Jacobi equations (35F21)

Related Items (23)

Long time asymptotics for fully nonlinear Bellman equations: a backward SDE approach ⋮ Sharp estimates of the generalized principal eigenvalue for superlinear viscous Hamilton-Jacobi equations with inward drift ⋮ Liouville properties and critical value of fully nonlinear elliptic operators ⋮ Viscosity methods for large deviations estimates of multiscale stochastic processes ⋮ Large solutions and gradient bounds for quasilinear elliptic equations ⋮ Criticality of viscous Hamilton-Jacobi equations and stochastic ergodic control ⋮ Ergodic control of multi-class \(\mathrm{M}/\mathrm{M}/N+\mathrm{M}\) queues in the Halfin-Whitt regime ⋮ A New Monotonicity Condition for Ergodic Backward SDEs and Ergodic Control with Superquadratic Hamiltonians ⋮ Coupling by reflection for controlled diffusion processes: turnpike property and large time behavior of Hamilton-Jacobi-Bellman equations ⋮ Large time asymptotic problems for optimal stochastic control with superlinear cost ⋮ An ergodic control problem for many-server multiclass queueing systems with cross-trained servers ⋮ Ergodic control of diffusions with compound Poisson jumps under a general structural hypothesis ⋮ Large time behavior of solutions of local and nonlocal nondegenerate Hamilton-Jacobi equations with Ornstein-Uhlenbeck operator ⋮ On solutions of mean field games with ergodic cost ⋮ Ergodic Problems for Viscous Hamilton--Jacobi Equations with Inward Drift ⋮ A probabilistic approach to large time behaviour of viscosity solutions of parabolic equations with Neumann boundary conditions ⋮ Phase transitions arising in stochastic ergodic control associated with viscous Hamilton-Jacobi equations with bounded inward drift ⋮ Controlled equilibrium selection in stochastically perturbed dynamics ⋮ Large-time behavior for obstacle problems for degenerate viscous Hamilton-Jacobi equations ⋮ On the relative value iteration with a risk-sensitive criterion ⋮ On uniqueness of solutions to viscous HJB equations with a subquadratic nonlinearity in the gradient ⋮ The generalized principal eigenvalue for Hamilton-Jacobi-Bellman equations of ergodic type ⋮ Ergodicity of Robust Switching Control and Nonlinear System of Quasi-Variational Inequalities

This page was built for publication: Large Time Behavior of Solutions of Hamilton--Jacobi--Bellman Equations with Quadratic Nonlinearity in Gradients