Get 20M+ Full-Text Papers For Less Than $1.50/day. Start a 14-Day Trial for You or Your Team.

Learn More →

A Characterization of the Existence of Solutions for Hamilton—Jacobi Equations in Ergodic Control Problems with Applications

A Characterization of the Existence of Solutions for Hamilton—Jacobi Equations in Ergodic Control... . We give a characterization of the existence of bounded solutions for Hamilton—Jacobi equations in ergodic control problems with state-constraint. This result is applied to the reexamination of the counterexample given in [5] concerning the existence of solutions for ergodic control problems in infinite-dimensional Hilbert spaces and also establishing results on effective Hamiltonians in periodic homogenization of Hamilton—Jacobi equations. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Applied Mathematics & Optimization Springer Journals

A Characterization of the Existence of Solutions for Hamilton—Jacobi Equations in Ergodic Control Problems with Applications

Loading next page...
 
/lp/springer_journal/a-characterization-of-the-existence-of-solutions-for-hamilton-jacobi-cm3Zml3BA0

References (19)

Publisher
Springer Journals
Copyright
Copyright © Springer-Verlag New York Inc. 2000
Subject
Mathematics; Calculus of Variations and Optimal Control; Optimization; Systems Theory, Control; Theoretical, Mathematical and Computational Physics; Mathematical Methods in Physics; Numerical and Computational Physics, Simulation
ISSN
0095-4616
eISSN
1432-0606
DOI
10.1007/s002450010001
Publisher site
See Article on Publisher Site

Abstract

. We give a characterization of the existence of bounded solutions for Hamilton—Jacobi equations in ergodic control problems with state-constraint. This result is applied to the reexamination of the counterexample given in [5] concerning the existence of solutions for ergodic control problems in infinite-dimensional Hilbert spaces and also establishing results on effective Hamiltonians in periodic homogenization of Hamilton—Jacobi equations.

Journal

Applied Mathematics & OptimizationSpringer Journals

Published: Jan 1, 2000

Keywords: Key words. Hamilton—Jacobi equations, Ergodic control problems, Viscosity solutions, Homogenization, Effective Hamiltonians. AMS Classification. 35F20, 49J15, 49L20, 49L25.

There are no references for this article.