A characterization of the existence of solutions for Hamilton-Jacobi equations in ergodic control problems with applications

DOI10.1007/s002450010001zbMath0967.35029OpenAlexW2054625457MaRDI QIDQ1573571

Hitoshi Ishii, Pierre-Louis Lions, Mariko Arisawa

Publication date: 30 August 2001

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s002450010001

zbMATH Keywords

periodic homogenizationeffective Hamiltoniansstate-constraint problem

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Nonlinear first-order PDEs (35F20) Existence theories for optimal control problems involving ordinary differential equations (49J15) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15)

Related Items (2)

Risk-sensitive control and differential games in infinite dimensions ⋮ Eikonal equations in metric spaces

This page was built for publication: A characterization of the existence of solutions for Hamilton-Jacobi equations in ergodic control problems with applications