Characterization of the existence of solutions for Hamilton-Jacobi equations in ergodic control problems with applications

M. Arisawa, H. Ishii, P. L. Lions

Research output: Contribution to journalArticle

9 Citations (Scopus)

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.

Original languageEnglish
Pages (from-to)35-50
Number of pages16
JournalApplied Mathematics and Optimization
Volume42
Issue number1
DOIs
Publication statusPublished - 2000 Jul
Externally publishedYes

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Ergodic Control
Hamilton-Jacobi Equation
Existence of Solutions
Control Problem
Periodic Homogenization
Hamiltonians
State Constraints
Hilbert spaces
Bounded Solutions
Counterexample
Hilbert space

ASJC Scopus subject areas

  • Mathematics(all)
  • Applied Mathematics

Cite this

Characterization of the existence of solutions for Hamilton-Jacobi equations in ergodic control problems with applications. / Arisawa, M.; Ishii, H.; Lions, P. L.

In: Applied Mathematics and Optimization, Vol. 42, No. 1, 07.2000, p. 35-50.

Research output: Contribution to journalArticle

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