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... 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 and Optimization Springer Journals

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

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Publisher
Springer-Verlag
Copyright
Copyright © Inc. by 2000 Springer-Verlag New York
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
D.O.I.
10.1007/s002450010001
Publisher site
See Article on Publisher Site

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