A Characterization of the Existence of Solutions for Hamilton-Jacobi Equations in Ergodic Control Problems with Applications
Journal Article
·
· Applied Mathematics and Optimization
- Department of Computer and Mathematical Sciences, GSIS, Tohoku University, Aoba-ku, Sendai 980-8577 (Japan)
- Department of Mathematics, Tokyo Metropolitan University, Hachioji-shi, Tokyo 192-0397 (Japan)
- CEREMADE, Universite de Paris-Dauphine, Place de Lattre de Tassigny, 75775 Paris (France)
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 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.
- OSTI ID:
- 21064268
- Journal Information:
- Applied Mathematics and Optimization, Journal Name: Applied Mathematics and Optimization Journal Issue: 1 Vol. 42; ISSN 0095-4616
- Country of Publication:
- United States
- Language:
- English
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