On a controlled eigenvalue problem

DOI10.1016/j.sysconle.2010.08.009zbMath1218.49006OpenAlexW2067167157MaRDI QIDQ616962

Anup Biswas, Vivek S. Borkar

Publication date: 12 January 2011

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sysconle.2010.08.009

zbMATH Keywords

Hamilton-Jacobi-Bellman equationnonlinear eigenvalue problemprincipal eigenvaluecontrolled diffusionoptimal Markov controlexit rate

Mathematics Subject Classification ID

Existence of optimal solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49J30) Existence theories for optimal control problems involving partial differential equations (49J20) Variational methods for eigenvalues of operators (49R05)

Related Items (3)

Principal eigenvalues of a class of nonlinear integro-differential operators ⋮ A variational characterization of the optimal exit rate for controlled diffusions ⋮ Risk-sensitive control for a class of diffusions with jumps

Cites Work

• Principal eigenvalues and the Dirichlet problem for fully nonlinear elliptic operators
• The value function in ergodic control of diffusion processes with partial observations

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