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

Authors
Arisawa, M Ishii, H Lions, PL
Citation
M. Arisawa et al., A characterization of the existence of solutions for Hamilton-Jacobi equations in ergodic control problems with applications, APPL MATH O, 42(1), 2000, pp. 35-50
Citations number
25
Categorie Soggetti
Mathematics
Journal title
APPLIED MATHEMATICS AND OPTIMIZATION
ISSN journal
00954616 → ACNP
Volume
42
Issue
1
Year of publication
2000
Pages
35 - 50
Database
ISI
SICI code
0095-4616(200007/08)42:1<35:ACOTEO>2.0.ZU;2-8
Abstract
We give a characterization of the existence of bounded solutions for Hamilt on-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 infin ite-dimensional Hilbert spaces and also establishing results on effective H amiltonians in periodic homogenization of Hamilton-Jacobi equations.