A representation theorem for the viscosity solutions of a degenerate ergodic Hamilton-Jacobi-Bellman equation on the torus
type: Item
instance of: scholarly article
title: A representation theorem for the viscosity solutions of a degenerate ergodic Hamilton-Jacobi-Bellman equation on the torus
zbMATH Open document ID: 1149.93036
author: Marianne Akian
author: Benoît David
author: Stéphane Gaubert
published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris
publication date: 2008-11-28T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 49K45
Mathematics Subject Classification ID: 49L20
zbMATH DE Number: 5374912
zbMATH Keywords: ergodic Hamilton-Jacobi-Bellman equation
zbMATH Keywords: stochastic control problem
zbMATH Keywords: stabilizability assumption
MaRDI profile type: Publication
full work available at URL: j.crma.2008.09.020
OpenAlex ID: W2002815559
cites work: Spectral theorem for convex monotone homogeneous maps, and ergodic control
cites work: Dynamic optimization of long-term growth rate for a portfolio with transaction costs and logarithmic utility.
cites work: Singular perturbations of nonlinear degenerate parabolic pDEs: A general convergence result
cites work: On ergodic stochastic control
cites work: On the boundary ergodic problem for fully nonlinear equations in bounded domains with general nonlinear Neumann boundary conditions
cites work: Ergodic Type Problems and Large Time Behaviour of Unbounded Solutions of Hamilton–Jacobi Equations
cites work: Q4040048
cites work: Lyapunov stabilizability of controlled diffusions via a superoptimality principle for viscosity solutions
cites work: Action potential and weak KAM solutions
cites work: Théorème KAM faible et théorie de Mather sur les systèmes lagrangiens
cites work: PDE aspects of Aubry-Mather theory for quasiconvex Hamiltonians
cites work: Representation formulas for solutions of Hamilton-Jacobi equations with convex Hamiltonians
cites work: Q4337616
cites work: A Viscosity Solutions Approach to Shape-From-Shading
DOI: 10.1016/J.CRMA.2008.09.020
description: scientific article; zbMATH DE number 5374912