504
Views
98
CrossRef citations to date
0
Altmetric
Original Articles

On ergodic stochastic control

&
Pages 2187-2217 | Published online: 02 Nov 2010

References

  • Arisawa , M. 1997 . Ergodic problem for the Hamzlton-Jacobz-Bellman equation. I. . Anal. Non Lin. , 14 : 415 – 438 .
  • Arisawa , M. Ergodic problem for the Hamilton-Jacobi-Bellman equation II. . Ann. I.H.P. Anal. Non Lin. , to appear
  • Arisawa , M. An interior gradzent estzmate for a class of second order partial differential inequalities . in preparation ,
  • Arisawa , M. 1996 . Some ergodic problems for Hamilton-Jacobi equations in Hilbert space . Diff. and Integral Equations ,
  • Arisawa , M. and Ishii , H. Some properties of ergodic attractors for controlled dynamical systems . Discrete and Continuous Dynamical , to appear
  • Capuzzo-Dolcetta , I. and Lions , P.-L. Hamilton-Jacobi equations with state constraints . Trans. Amer. Math. Soc. , 318 643 – 683 .
  • Capuzzo-Dolcetta , I. and klenaldi , J.-L . 1986 . “ On the deterministic optima1 stoppzng tune problem in the eryodic case ” . In In Theory and Applications for Nonlinear Control Systems 453 – 460 . North-Holland , Amsterdam
  • Crandall , M. G. , Ishii , H. and Lions , P.-L. 1992 . User's guide to viscosrty solutions of second-order partial differential equations . Bull. A.M.S. , 27 : 182 – 193 .
  • Crandall , M. G. and Lions , P.-L. 1983 . Viscosity solutions of Hamilton-Jacobi equations . Trans. Amer. Math. Soc. , 277 : 1 – 42 .
  • Fleming , W. H. and Soner , H. M. 1983 . “ Controlled Markov Procsses and Viscosity Solutions ” . New York : Springer-Verlag .
  • Gilharg , D. and Trudinger , N. S. “ Elliptic Partial Differential Equations of Second order ” .
  • Ishii , H. and Lions , P.-L. 1990 . Viscscosity solutions of fully nonlinear second order elliptic partia1 differential equations . J. Diff. Eq. , 83 : 26 – 78 .
  • J.-M. Lasry : Thée d''Etat, Univ. Paris-Dauphine, (1974)
  • Lions , P. -L. 1983 . Optimal control of diffusion processes and Hamilton-Jacobi-Bellman equations . Comm. P.D.E. , 8 : 1101 – 1174 . 1229-1276
  • Lions , P.-L. 1985 . Neumann type boundary conditions for Hamilton-Jacobi equntioris . Duke Math. J. , 52 : 793 – 820 .
  • J.-M. Lasry : Thése d''Etat, Univ. Paris-Dauphine, (1974)
  • P.-L. Lions, G. Papanicolaou and S.R.S. Varadhan : Homogenezition of Hamilton-Jacobi equations. Preprint
  • Lions , P. -L. and Perthame , B. 1986 . Quasi-variational inequalities and ergodic impulse control . SIAM J. Control Optim , 24 : 604 – 615 .
  • Lions , P. -L. and Trudinger , S. S. 1986 . Linear oblique derivative problems for the uniformly ellipfic Hamzlton-Jacobi equations . Math. Z. , 191 : 2 – 15 .
  • Robin , M. 1981 . On some impulse control problems with long run average control . SIAM J. Control. OPtim , 19 : 333 – 358 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.