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

DOI10.1016/j.anihpc.2014.02.003zbMath1322.35142OpenAlexW1989744054MaRDI QIDQ2349405

Naoyuki Ichihara

Publication date: 22 June 2015

Published in: Annales de l'Institut Henri Poincaré. Analyse Non Linéaire (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.anihpc.2014.02.003

zbMATH Keywords

Hamilton-Jacobi-Bellman equationprincipal eigenvalueergodic theorystochastic control problemrecurrence and transience

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Diffusion processes (60J60) PDEs in connection with control and optimization (35Q93)

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