On ergodic stochastic control

DOI10.1080/03605309808821413zbMath0901.35055OpenAlexW1992759804MaRDI QIDQ4386028

Hassane Bougrini, Jean Pierre Varenne, Alain Piriou

Publication date: 26 November 1998

Published in: Communications in Partial Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03605309808821413

zbMATH Keywords

Besov spacepropagation and interaction of conormal waves

Mathematics Subject Classification ID

Shocks and singularities for hyperbolic equations (35L67) First-order nonlinear hyperbolic equations (35L60)

Related Items (11)

Limit value for optimal control with general means ⋮ On quasi-stationary mean field games models ⋮ Creation and propagation of logarithmic singularities by interaction of two piecewise smooth progressing waves ⋮ Large time average of reachable sets and applications to homogenization of interfaces moving with oscillatory spatio-temporal velocity ⋮ Large time behavior of periodic viscosity solutions for uniformly parabolic integro-differential equations ⋮ On the problem of maximal \(L^q\)-regularity for viscous Hamilton-Jacobi equations ⋮ Higher order convergence rates in theory of homogenization: equations of non-divergence form ⋮ Ergodic mean field games with Hörmander diffusions ⋮ On the nonlinear type singularities for semilinear Cauchy problems ⋮ Large deviations for some fast stochastic volatility models by viscosity methods ⋮ Asymptotic problems in optimal control with a vanishing Lagrangian and unbounded data

Cites Work

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• Viscosity solutions of fully nonlinear second-order elliptic partial differential equations
• Linear oblique derivative problems for the uniformly elliptic Hamilton- Jacobi-Bellman equation
• Neumann type boundary conditions for Hamilton-Jacobi equations
• Long time averaged reflection force and homogenization of oscillating Neumann boundary conditions.
• Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application
• On Some Impulse Control Problems with Long Run Average Cost
• User’s guide to viscosity solutions of second order partial differential equations

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