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A Viscous Ergodic Problem with Unbounded and Measurable Ingredients, Part 1: HJB Equation
SIAM Journal on Control and Optimization ( IF 2.2 ) Pub Date : 2024-02-01 , DOI: 10.1137/22m1478069 Hicham Kouhkouh 1
SIAM Journal on Control and Optimization ( IF 2.2 ) Pub Date : 2024-02-01 , DOI: 10.1137/22m1478069 Hicham Kouhkouh 1
Affiliation
SIAM Journal on Control and Optimization, Volume 62, Issue 1, Page 415-440, February 2024.
Abstract. We address the problem of existence and uniqueness of solutions [math] to ergodic Hamilton–Jacobi–Bellman (HJB) equations of the form [math] in the whole space [math] with unbounded and merely measurable data and where [math] is a Bellman Hamiltonian. The method we use is different from classical approaches. It relies on duality theory and optimization in abstract Banach spaces together with maximal dissipativity of the diffusion operator.
更新日期：2024-02-02
Abstract. We address the problem of existence and uniqueness of solutions [math] to ergodic Hamilton–Jacobi–Bellman (HJB) equations of the form [math] in the whole space [math] with unbounded and merely measurable data and where [math] is a Bellman Hamiltonian. The method we use is different from classical approaches. It relies on duality theory and optimization in abstract Banach spaces together with maximal dissipativity of the diffusion operator.
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