The generalized principal eigenvalue for Hamilton-Jacobi-Bellman equations of ergodic type

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

Volumn 32, Issue 3, 2015, Pages 623-650

  Ichihara, Naoyuki ^a  

^a AOYAMA GAKUIN UNIVERSITY   (Japan)

Author keywords

Ergodic control; Hamilton Jacobi Bellman equation; Principal eigenvalue; Recurrence and transience

Indexed keywords

CONTROL THEORY; DYNAMIC PROGRAMMING; PARTIAL DIFFERENTIAL EQUATIONS; STOCHASTIC SYSTEMS;

ERGODIC CONTROL; HAMILTON JACOBI BELLMAN EQUATION; HAMILTON-JACOBI-BELLMAN EQUATIONS; POTENTIAL FUNCTION; PRINCIPAL EIGENVALUES; QUALITATIVE PROPERTIES; RECURRENCE AND TRANSIENCE; STOCHASTIC ERGODIC CONTROL;

EIGENVALUES AND EIGENFUNCTIONS;

EID: 84930756300     PISSN: 02941449     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.anihpc.2014.02.003     Document Type: Article

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