Large time behavior of solutions of Hamilton-Jacobi-Bellman equations with quadratic nonlinearity in gradients

SIAM Journal on Mathematical Analysis

Volumn 45, Issue 1, 2013, Pages 279-306

  Ichihara, Naoyuki ^a   Sheu, Shuenn Jyi ^b,c  

^a HIROSHIMA UNIVERSITY   (Japan)

^b NATIONAL CENTRAL UNIVERSITY   (Taiwan)

^c INSTITUTE OF MATHEMATICS   (Taiwan)

Author keywords

Ergodic diffusion; Hamilton Jacobi Bellman equation; Large time behavior; Stochastic control

Indexed keywords

ERGODICS; HAMILTON JACOBI BELLMAN EQUATION; LARGE TIME BEHAVIOR; PROBABILISTIC ARGUMENTS; QUADRATIC NONLINEARITIES; SEMILINEAR PARABOLIC EQUATION; STOCHASTIC CONTROL; STOCHASTIC CONTROL THEORY;

DYNAMIC PROGRAMMING; PARTIAL DIFFERENTIAL EQUATIONS; STOCHASTIC CONTROL SYSTEMS;

CONTROL THEORY;

EID: 84876099623     PISSN: 00361410     EISSN: 10957111     Source Type: Journal    
DOI: 10.1137/110832343     Document Type: Article

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