Phase transitions arising in stochastic ergodic control associated with viscous Hamilton-Jacobi equations with bounded inward drift
DOI10.1007/s42985-021-00072-0zbMath1467.35327OpenAlexW3124358457WikidataQ114216508 ScholiaQ114216508MaRDI QIDQ2022968
Publication date: 3 May 2021
Published in: SN Partial Differential Equations and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s42985-021-00072-0
recurrence and transienceviscous Hamilton-Jacobi equationgeneralized principal eigenvaluestochastic ergodic control
Optimal stochastic control (93E20) Diffusion processes (60J60) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Dynamical aspects of statistical mechanics (37A60) Hamilton-Jacobi equations (35F21) PDEs in connection with control and optimization (35Q93)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Criticality of viscous Hamilton-Jacobi equations and stochastic ergodic control
- Large time asymptotic problems for optimal stochastic control with superlinear cost
- Optimal stochastic control, stochastic target problems, and backward SDE.
- On criticality and ground states of second order elliptic equations. II
- Criticality and ground states for second-order elliptic equations
- Continuous model for homopolymers
- Structure of positive solutions to \((-\Delta +V)u=0\) in \(R^ n\)
- Large time behavior of the \(L^ p\) norm of Schrödinger semigroups
- Strict monotonicity of principal eigenvalues of elliptic operators in \(\mathbb R^d\) and risk-sensitive control
- Quelques remarques sur les problèmes elliptiques quasilinéaires du second ordre. (Some remarks on second order quasilinear elliptic problems)
- On positive solutions of second-order elliptic equations, stability results, and classification
- Criticality and subcriticality of generalized Schrödinger forms
- The generalized principal eigenvalue for Hamilton-Jacobi-Bellman equations of ergodic type
- Ergodic Control of Diffusion Processes
- Recurrence and Transience of Optimal Feedback Processes Associated with Bellman Equations of Ergodic Type
- Differentiability of spectral functions for symmetric $\alpha$-stable processes
- Ergodic Problems for Viscous Hamilton--Jacobi Equations with Inward Drift
- Large Time Behavior of Solutions of Hamilton--Jacobi--Bellman Equations with Quadratic Nonlinearity in Gradients
- Stochastic Control Theory
This page was built for publication: Phase transitions arising in stochastic ergodic control associated with viscous Hamilton-Jacobi equations with bounded inward drift
