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

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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

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  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

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  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

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