A representation theorem for the viscosity solutions of a degenerate ergodic Hamilton-Jacobi-Bellman equation on the torus
From MaRDI portal
Publication:957555
DOI10.1016/j.crma.2008.09.020zbMath1149.93036OpenAlexW2002815559MaRDI QIDQ957555
Benoît David, Stéphane Gaubert, Marianne Akian
Publication date: 28 November 2008
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.crma.2008.09.020
Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)
Related Items (2)
Generalized Lax-Hopf Formulas for Cournot Maps and Hamilton-Jacobi-McKendrick Equations ⋮ Unnamed Item
Cites Work
- Unnamed Item
- Unnamed Item
- Singular perturbations of nonlinear degenerate parabolic pDEs: A general convergence result
- PDE aspects of Aubry-Mather theory for quasiconvex Hamiltonians
- Spectral theorem for convex monotone homogeneous maps, and ergodic control
- Lyapunov stabilizability of controlled diffusions via a superoptimality principle for viscosity solutions
- On the boundary ergodic problem for fully nonlinear equations in bounded domains with general nonlinear Neumann boundary conditions
- Dynamic Optimization of Long‐Term Growth Rate for a Portfolio with Transaction Costs and Logarithmic Utility
- A Viscosity Solutions Approach to Shape-From-Shading
- On ergodic stochastic control
- Théorème KAM faible et théorie de Mather sur les systèmes lagrangiens
- Representation formulas for solutions of Hamilton-Jacobi equations with convex Hamiltonians
- Ergodic Type Problems and Large Time Behaviour of Unbounded Solutions of Hamilton–Jacobi Equations
- Action potential and weak KAM solutions
This page was built for publication: A representation theorem for the viscosity solutions of a degenerate ergodic Hamilton-Jacobi-Bellman equation on the torus
