A representation theorem for the viscosity solutions of a degenerate ergodic Hamilton-Jacobi-Bellman equation on the torus

DOI10.1016/J.CRMA.2008.09.020zbMATH Open1149.93036OpenAlexW2002815559MaRDI QIDQ957555FDOQ957555

Authors: Marianne Akian, Benoît David, Stéphane Gaubert 

Publication date: 28 November 2008

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2008.09.020

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zbMATH Keywords

stochastic control problemergodic Hamilton-Jacobi-Bellman equationstabilizability assumption

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)

Cites Work

• Singular perturbations of nonlinear degenerate parabolic pDEs: A general convergence result
• PDE aspects of Aubry-Mather theory for quasiconvex Hamiltonians
• Spectral theorem for convex monotone homogeneous maps, and ergodic control
• Ergodic Type Problems and Large Time Behaviour of Unbounded Solutions of Hamilton–Jacobi Equations
• Action potential and weak KAM solutions
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• On ergodic stochastic control
• A Viscosity Solutions Approach to Shape-From-Shading
• Théorème KAM faible et théorie de Mather sur les systèmes lagrangiens
• Dynamic optimization of long-term growth rate for a portfolio with transaction costs and logarithmic utility.
• Representation formulas for solutions of Hamilton-Jacobi equations with convex Hamiltonians
• On the boundary ergodic problem for fully nonlinear equations in bounded domains with general nonlinear Neumann boundary conditions
• Lyapunov stabilizability of controlled diffusions via a superoptimality principle for viscosity solutions

Cited In (3)

• Title not available (Why is that?)
• The generalized principal eigenvalue for Hamilton-Jacobi-Bellman equations of ergodic type
• Generalized Lax-Hopf formulas for Cournot maps and Hamilton-Jacobi-McKendrick equations

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