@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}, publisher = {Gauthier-Villars}, volume = {14}, number = {4}, year = {1997}, mrnumber = {1464529}, zbl = {0892.49015}, language = {en}, url = {http://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 - http://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 http://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. http://www.numdam.org/item/AIHPC_1997__14_4_415_0/
[1] Problèmes ergodiques de la mécanique classique, Gauthier-Villars, Paris, 1967. | MR | Zbl
and ,[2] Fully nonlinear Neumann type boundary conditions for first-order Hamilton-Jacobi equations, Nonlinear Anal. Theory Methods Appl., Vol. 16, 1991, pp. 143-153. | MR | Zbl
and ,[3] 1. Oblique derivative problems and invariant measures, Ann. Scuola Norm. Sup. Pisa, Vol. 23, 1986, pp. 689-720. | Numdam | MR | Zbl
and ,[4] 1. Hamilton-Jacobi equations with state constraints, Trans. Amer. Math. Soc., Vol. 318, 1990, pp. 643-683. | MR | Zbl
and ,[5] 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
and ,[6] Ergodic Theory, New York, Springer-Verlag, 1982. | MR | Zbl
, and ,[7] Viscosity solutions of Hamilton-Jacobi equations, Trans. Amer. Math. Soc., Vol. 277, 1983, pp. 1-42. | MR | Zbl
and ,[8] 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. | MR | Zbl
and ,[9] onlinear oscillations, dynamical systems and bifurcations of vector fields, Springer-Verlag, 33rd edition, 1990. | MR | Zbl
and , N[10] Generalized solutions of Hamilton-Jacobi equations, Research Notes in Mathematics, Vol. 69, Pitman, Boston, MA, 1982. | MR | Zbl
,[11] Neumann type boundary conditions for Hamilmton-Jacobi equations, Duke J. Math., Vol. 52, 1985, pp. 793-820. | MR | Zbl
,[12] Quasi-variational inequalities and ergodic impulse control, SIAM J. Control and Optimization, Vol. 24, 1986, pp. 604-615.
and ,[13] On some impulse control problems with Ion run average control, SIAM J. Control and Optimization, Vol. 19, 1981, pp. 333-358. | MR | Zbl
,[14] Functional integration and quantum physics, Academic Press, 1979. | MR | Zbl
,[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. | MR | Zbl
,[16] Infinite-dimensional dynamical systems in mecanics and physics, Springer-Verlag, 1988. | MR | Zbl
,