On a controlled eigenvalue problem
type: Item
instance of: scholarly article
title: On a controlled eigenvalue problem
zbMATH Open document ID: 1218.49006
author: Anup Biswas
author: Vivek Borkar
published in: Systems \& Control Letters
publication date: 2011-01-12T00:00:00Z
Mathematics Subject Classification ID: 49J20
Mathematics Subject Classification ID: 49J30
Mathematics Subject Classification ID: 49R05
zbMATH DE Number: 5835589
zbMATH Keywords: exit rate
zbMATH Keywords: controlled diffusion
zbMATH Keywords: nonlinear eigenvalue problem
zbMATH Keywords: principal eigenvalue
zbMATH Keywords: Hamilton-Jacobi-Bellman equation
zbMATH Keywords: optimal Markov control
MaRDI profile type: Publication
full work available at URL: j.sysconle.2010.08.009
OpenAlex ID: W2067167157
cites work: Principal eigenvalues and the Dirichlet problem for fully nonlinear elliptic operators
cites work: The value function in ergodic control of diffusion processes with partial observations
DOI: 10.1016/J.SYSCONLE.2010.08.009
description: scientific article; zbMATH DE number 5835589