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Volumn 16, Issue 3-4, 1998, Pages 347-362

Bellman-Isaacs equations of ergodic type related to risk-sensitive control and their singular limits

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EID: 0001287348     PISSN: 09217134     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (13)

References (12)
  • 3
    • 84972565055 scopus 로고
    • An ergodic control problem arising from the principal eigenfunction of an elliptic operator
    • A. Bensoussan and H. Nagai, An ergodic control problem arising from the principal eigenfunction of an elliptic operator, Math. Soc. Japan 43 (1991), 49-65.
    • (1991) Math. Soc. Japan , vol.43 , pp. 49-65
    • Bensoussan, A.1    Nagai, H.2
  • 5
    • 0001234347 scopus 로고
    • Risk-sensitive control on an infinite time horizon
    • W.H. Fleming and W.M. McEneaney, Risk-sensitive control on an infinite time horizon, SIAM J. Control Optim. 33 (1995), 1881-1915.
    • (1995) SIAM J. Control Optim. , vol.33 , pp. 1881-1915
    • Fleming, W.H.1    McEneaney, W.M.2
  • 7
    • 51249172276 scopus 로고
    • Quelques remarques sur les problemes elliptiques quasi lineaires du 2. ordre
    • P.L. Lions, Quelques remarques sur les problemes elliptiques quasi lineaires du 2. ordre, J. Analyse Math. 45 (1985), 234-254.
    • (1985) J. Analyse Math. , vol.45 , pp. 234-254
    • Lions, P.L.1
  • 9
    • 0347145711 scopus 로고
    • Ergodic control problems on the whole Euclidean space and convergence of symmetric diffusions
    • H. Nagai, Ergodic control problems on the whole Euclidean space and convergence of symmetric diffusions, Forum Math. 4 (1992), 159-173.
    • (1992) Forum Math. , vol.4 , pp. 159-173
    • Nagai, H.1
  • 10
    • 0029778591 scopus 로고    scopus 로고
    • Bellman equation of risk-sensitive control
    • H. Nagai, Bellman equation of risk-sensitive control, SIAM J. Control Optim. 34 (1996), 74-101.
    • (1996) SIAM J. Control Optim. , vol.34 , pp. 74-101
    • Nagai, H.1
  • 11
    • 85016600983 scopus 로고
    • Schrödinger semigroup
    • B. Simon, Schrödinger semigroup, Bulletin AMS 7 (1982), 447-526.
    • (1982) Bulletin AMS , vol.7 , pp. 447-526
    • Simon, B.1
  • 12
    • 0030151815 scopus 로고    scopus 로고
    • ∞ control of nonlinear systems: Differential games and viscosity solutions
    • ∞ control of nonlinear systems: differential games and viscosity solutions, SIAM J. Control Optim. 34 (1996), 1071-1097.
    • (1996) SIAM J. Control Optim. , vol.34 , pp. 1071-1097
    • Soravia, P.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.