A counter example for ergodic control theory in infinite dimensions

Mariko Arisawa, Hitoshi Ishii, Pierre Louis Lions

研究成果: Article

1 引用 (Scopus)

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We present in this Note a simple example for an ergodic deterministic control problem in an infinite dimensional Hilbert space, for which classical results in finite dimensions fail. More precisely, this example shows that the convergence of value functions is not uniform in general as the discount factor goes to 0, or when the horizon of the problem goes to +∞.

元の言語English
ページ(範囲)37-41
ページ数5
ジャーナルComptes Rendus de l'Academie des Sciences - Series I: Mathematics
325
発行部数1
出版物ステータスPublished - 1997 7
外部発表Yes

ASJC Scopus subject areas

  • Mathematics(all)

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