Ergodic problem for the Hamilton-Jacobi-Bellman equation. II

Annales de l'Institut Henri Poincare (C) Analyse Non Lineaire

Volumn 15, Issue 1, 1998, Pages 1-24

  Arisawa, Mariko ^a  

^a UNIVERSITÉ PARIS DAUPHINE   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0001286076     PISSN: 02941449     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0294-1449(99)80019-5     Document Type: Article

References (10)

1. M. ARISAWA, Ergodic problem for the Hamilton-Jacobi-Bellman equation - Existence of the ergodic attractor -, Ann. I.H.P., Anal. Non Lin., Vol. 14, 1987, pp. 415-438.
2. M. ARISAWA and P. L. LIONS, A continuity result in the state constraints system. Ergodic problem, Discrete and Continuous Dynamical Systems, Vol. 2, No. 3, July 1996.
3. I. CAPUZZO-DOLCETTA and P. L. LIONS, Hamilton-Jacobi equations with state constraints. Trans. Amer. Math. Soc., Vol. 318, 1990, pp. 643-683.
4. I. CAPUZZO-DOLCETTA and J. L. MENALDI, Asymptotic behavior of the first order obstacle problem, Journal of Differential Equations, Vol. 75, No. 2, 1988.
5. M. G. CRANDALL and P. L. LIONS, Viscosity solutions of Hamilton-Jacobi equations, Trans. Amer. Math. Soc., Vol. 277, 1983, pp. 1-42.
6. P. L. LIONS, Generalized solutions of Hamilton-Jacobi equations, Research Notes in Mathematics, Vol. 69, Pitman, Boston, MA, 1982.
7. P. L. LIONS, Neumann type boundary conditions for Hamilmton-Jacobi equations, Duke J. Math., Vol. 52, 1985, pp. 793-820.
8. B. SIMON, Functional integration and quantum physics, Academic Press, 1979.
9. H. M. SONER, Optimal control with state-space constraint I, SIAM J. Control Optim. Vol. 24, 1986, pp. 552-562; Optimal control with state-space constraint II, SIAM J. Control Optim., Vol. 24, 1986, pp. 1110-1122.
10. H. M. SONER, Optimal control with state-space constraint I, SIAM J. Control Optim. Vol. 24, 1986, pp. 552-562; Optimal control with state-space constraint II, SIAM J. Control Optim., Vol. 24, 1986, pp. 1110-1122.