@article{AIHPC_1997__14_4_415_0,
author = {Arisawa, Mariko},
title = {Ergodic problem for the {Hamilton-Jacobi-Bellman} equation. {I.} {Existence} of the ergodic attractor},
journal = {Annales de l'I.H.P. Analyse non lin\'eaire},
pages = {415--438},
year = {1997},
publisher = {Gauthier-Villars},
volume = {14},
number = {4},
mrnumber = {1464529},
zbl = {0892.49015},
language = {en},
url = {https://www.numdam.org/item/AIHPC_1997__14_4_415_0/}
}
TY - JOUR AU - Arisawa, Mariko TI - Ergodic problem for the Hamilton-Jacobi-Bellman equation. I. Existence of the ergodic attractor JO - Annales de l'I.H.P. Analyse non linéaire PY - 1997 SP - 415 EP - 438 VL - 14 IS - 4 PB - Gauthier-Villars UR - https://www.numdam.org/item/AIHPC_1997__14_4_415_0/ LA - en ID - AIHPC_1997__14_4_415_0 ER -
%0 Journal Article %A Arisawa, Mariko %T Ergodic problem for the Hamilton-Jacobi-Bellman equation. I. Existence of the ergodic attractor %J Annales de l'I.H.P. Analyse non linéaire %D 1997 %P 415-438 %V 14 %N 4 %I Gauthier-Villars %U https://www.numdam.org/item/AIHPC_1997__14_4_415_0/ %G en %F AIHPC_1997__14_4_415_0
Arisawa, Mariko. Ergodic problem for the Hamilton-Jacobi-Bellman equation. I. Existence of the ergodic attractor. Annales de l'I.H.P. Analyse non linéaire, Tome 14 (1997) no. 4, pp. 415-438. https://www.numdam.org/item/AIHPC_1997__14_4_415_0/
[1] and , Problèmes ergodiques de la mécanique classique, Gauthier-Villars, Paris, 1967. | Zbl | MR
[2] and , Fully nonlinear Neumann type boundary conditions for first-order Hamilton-Jacobi equations, Nonlinear Anal. Theory Methods Appl., Vol. 16, 1991, pp. 143-153. | Zbl | MR
[3] 1. and , Oblique derivative problems and invariant measures, Ann. Scuola Norm. Sup. Pisa, Vol. 23, 1986, pp. 689-720. | Zbl | MR | Numdam
[4] 1. and , Hamilton-Jacobi equations with state constraints, Trans. Amer. Math. Soc., Vol. 318, 1990, pp. 643-683. | Zbl | MR
[5] and , On the deterministic optimal stopping time problem in the ergodic case. Theory and applications of nonlinear control system, North Holland, 1986, pp. 453-460. | MR
[6] , and , Ergodic Theory, New York, Springer-Verlag, 1982. | Zbl | MR
[7] and , Viscosity solutions of Hamilton-Jacobi equations, Trans. Amer. Math. Soc., Vol. 277, 1983, pp. 1-42. | Zbl | MR
[8] and , On oblique derivative problems for fully nonlinear second-order elliptic partial differential equations on non smooth domains, Nonlinear Anal. Theory Methods Appl., Vol. 15, 1990, pp. 1123-1138. | Zbl | MR
[9] and , Nonlinear oscillations, dynamical systems and bifurcations of vector fields, Springer-Verlag, 33rd edition, 1990. | Zbl | MR
[10] , Generalized solutions of Hamilton-Jacobi equations, Research Notes in Mathematics, Vol. 69, Pitman, Boston, MA, 1982. | Zbl | MR
[11] , Neumann type boundary conditions for Hamilmton-Jacobi equations, Duke J. Math., Vol. 52, 1985, pp. 793-820. | Zbl | MR
[12] and , Quasi-variational inequalities and ergodic impulse control, SIAM J. Control and Optimization, Vol. 24, 1986, pp. 604-615.
[13] , On some impulse control problems with Ion run average control, SIAM J. Control and Optimization, Vol. 19, 1981, pp. 333-358. | Zbl | MR
[14] , Functional integration and quantum physics, Academic Press, 1979. | Zbl | MR
[15] , Optimal control with state-space constraint I, SIAM J. Control Optim., Vol. 24, 1986, pp. 552-562; Optimal control with state-space constraint II, SIAM J. Control Optim., Vol. 24, 1986, pp. 1110-1122. | Zbl | MR
[16] , Infinite-dimensional dynamical systems in mecanics and physics, Springer-Verlag, 1988. | Zbl | MR






