On a parabolic Hamilton-Jacobi-Bellman equation degenerating at the boundary

DOI10.3934/cpaa.2016.15.1251zbMath1347.35130arXiv1509.00177OpenAlexW2963403435WikidataQ58925392 ScholiaQ58925392MaRDI QIDQ324001

Daniele Castorina, Annalisa Cesaroni, Luca Rossi

Publication date: 10 October 2016

Published in: Communications on Pure and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1509.00177

zbMATH Keywords

initial boundary value problemslarge time behaviorcharacteristic boundary pointsergodic problemHamilton-Jacobi-Bellman operators

Mathematics Subject Classification ID

Asymptotic behavior of solutions to PDEs (35B40) Nonlinear parabolic equations (35K55) Degenerate parabolic equations (35K65) A priori estimates in context of PDEs (35B45)

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Liouville properties and critical value of fully nonlinear elliptic operators, Ergodic Problems for Viscous Hamilton--Jacobi Equations with Inward Drift, Mean field games under invariance conditions for the state space, A feedback design for numerical solution to optimal control problems based on Hamilton-Jacobi-Bellman equation

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