On a controlled eigenvalue problem

DOI10.1016/J.SYSCONLE.2010.08.009zbMATH Open1218.49006OpenAlexW2067167157MaRDI QIDQ616962FDOQ616962

Authors: Anup Biswas, Vivek Borkar 

Publication date: 12 January 2011

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sysconle.2010.08.009

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zbMATH Keywords

Hamilton-Jacobi-Bellman equationprincipal eigenvaluenonlinear eigenvalue problemcontrolled diffusionexit rateoptimal Markov control

Mathematics Subject Classification ID

Existence theories for optimal control problems involving partial differential equations (49J20) Existence of optimal solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49J30) Variational methods for eigenvalues of operators (49R05)

Cites Work

• Principal eigenvalues and the Dirichlet problem for fully nonlinear elliptic operators
• The value function in ergodic control of diffusion processes with partial observations

Cited In (11)

• Principal eigenvalues of a class of nonlinear integro-differential operators
• Risk-sensitive control for a class of diffusions with jumps
• Optimal control of diffusion processes pertaining to an opioid epidemic dynamical model with random perturbations
• Controlling the least eigenvalue of a random Gram matrix
• Discontinuous Solutions of the Hamilton--Jacobi Equation for Exit Time Problems
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• ``Minimum toll control of diffusions
• A variational characterization of the optimal exit rate for controlled diffusions
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• On the asymptotic estimates for exit probabilities and minimum exit rates of diffusion processes pertaining to a chain of distributed control systems

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