On unbounded solutions of ergodic problems in ℝmfor viscous Hamilton–Jacobi equations
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Publication:2955384
DOI10.1080/03605302.2016.1244208zbMath1358.35037arXiv1609.04596OpenAlexW2945746271MaRDI QIDQ2955384
Publication date: 25 January 2017
Published in: Communications in Partial Differential Equations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1609.04596
Asymptotic behavior of solutions to PDEs (35B40) Nonlinear eigenvalue problems and nonlinear spectral theory for PDEs (35P30) Maximum principles in context of PDEs (35B50) Nonlinear elliptic equations (35J60)
Related Items (14)
Concentration of ground states in stationary mean-field games systems ⋮ Sharp estimates of the generalized principal eigenvalue for superlinear viscous Hamilton-Jacobi equations with inward drift ⋮ On unbounded solutions of ergodic problems for non-local Hamilton-Jacobi equations ⋮ Ergodic mean-field games with aggregation of Choquard-type ⋮ Asymptotics for small nonlinear price impact: A PDE approach to the multidimensional case ⋮ The Dyson and Coulomb games ⋮ A Viscous Ergodic Problem with Unbounded and Measurable Ingredients, Part 1: HJB Equation ⋮ An approach to elliptic equations with nonlinear gradient terms via a modulation framework ⋮ Strict monotonicity of principal eigenvalues of elliptic operators in \(\mathbb R^d\) and risk-sensitive control ⋮ Ergodic Problems for Viscous Hamilton--Jacobi Equations with Inward Drift ⋮ Zero-sum stochastic differential games with risk-sensitive cost ⋮ On ergodic control problem for viscous Hamilton-Jacobi equations for weakly coupled elliptic systems ⋮ On uniqueness of solutions to viscous HJB equations with a subquadratic nonlinearity in the gradient ⋮ Large-time behavior of unbounded solutions of viscous Hamilton-Jacobi equations in RN
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