Ergodic problem for the Hamilton-Jacobi-Bellman equation. II

Mariko Arisawa

Annales de l'I.H.P. Analyse non linéaire (1998)

  • Volume: 15, Issue: 1, page 1-24
  • ISSN: 0294-1449

How to cite

top

Arisawa, Mariko. "Ergodic problem for the Hamilton-Jacobi-Bellman equation. II." Annales de l'I.H.P. Analyse non linéaire 15.1 (1998): 1-24. <http://eudml.org/doc/78430>.

@article{Arisawa1998,
author = {Arisawa, Mariko},
journal = {Annales de l'I.H.P. Analyse non linéaire},
keywords = {Hamilton-Jacobi equations; ergodic attractor},
language = {eng},
number = {1},
pages = {1-24},
publisher = {Gauthier-Villars},
title = {Ergodic problem for the Hamilton-Jacobi-Bellman equation. II},
url = {http://eudml.org/doc/78430},
volume = {15},
year = {1998},
}

TY - JOUR
AU - Arisawa, Mariko
TI - Ergodic problem for the Hamilton-Jacobi-Bellman equation. II
JO - Annales de l'I.H.P. Analyse non linéaire
PY - 1998
PB - Gauthier-Villars
VL - 15
IS - 1
SP - 1
EP - 24
LA - eng
KW - Hamilton-Jacobi equations; ergodic attractor
UR - http://eudml.org/doc/78430
ER -

References

top
  1. [1] M. Arisawa, Ergodic problem for the Hamilton-Jacobi-Bellman equation - Existence of the ergodic attractor -, Ann. I.H.P., Anal. Non Lin., Vol. 14, 1987, pp. 415-438. Zbl0892.49015MR1464529
  2. [2] M. Arisawa and P.L. Lions, A continuity result in the state constraints system. Ergodic problem, Discrete and Continuous Dynamical Systems, Vol. 2, No. 3, July 1996. 
  3. [3] I. Capuzzo-Dolcetta and P.L. Lions, Hamilton-Jacobi equations with state constraints. Trans. Amer. Math. Soc., Vol. 318, 1990, pp. 643-683. Zbl0702.49019MR951880
  4. [4] I. Capuzzo-Dolcetta and J.L. Menaldi, Asymptotic behavior of the first order obstacle problem, Journal of Differential Equations, Vol. 75, No. 2, 1988. Zbl0674.35011MR961158
  5. [5] M.G. Crandall and P.L. Lions, Viscosity solutions of Hamilton-Jacobi equations, Trans. Amer. Math. Soc., Vol. 277, 1983, pp. 1-42. Zbl0599.35024MR690039
  6. [6] P.L. Lions, Generalized solutions of Hamilton-Jacobi equations, Research Notes in Mathematics, Vol. 69, Pitman, Boston, MA, 1982. Zbl0497.35001MR667669
  7. [7] P.L. Lions, Neumann type boundary conditions for Hamilmton-Jacobi equations, Duke J. Math., Vol. 52, 1985, pp. 793-820. Zbl0599.35025MR816386
  8. [8] B. Simon, Functional integration and quantum physics, Academic Press, 1979. Zbl0434.28013MR544188
  9. [9] H.M. Soner, Optimal control with state-space constraint I, SIAM J. Control Optim. Vol. 24, 1986, pp. 552-562; Optimal control with state-space constraint II, SIAM J. Control Optim., Vol. 24, 1986, pp. 1110-1122. Zbl0597.49023MR838056

Citations in EuDML Documents

top
  1. Piernicola Bettiol, On ergodic problem for Hamilton-Jacobi-Isaacs equations
  2. Mariko Arisawa, Long time averaged reflection force and homogenization of oscillating Neumann boundary conditions
  3. Piernicola Bettiol, On ergodic problem for Hamilton-Jacobi-Isaacs equations
  4. Guy Barles, Francesca Da Lio, On the boundary ergodic problem for fully nonlinear equations in bounded domains with general nonlinear Neumann boundary conditions
  5. Italo Capuzzo Dolcetta, Soluzioni di viscosità

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.