Speaker : | Prof. Naoyuki Ichihara (Hiroshima University) |
Title : | The generalized principal eigenvalue for Hamilton-Jacobi-Bellman equations of ergodic type |
Time : | 2013-09-02 (Mon) 14:00 - |
Place : | Seminar Room 617, Institute of Mathematics (NTU Campus) |
Abstract: | We discuss the generalized principal eigenvalue for Hamilton-Jacobi-Bellman (HJB) equations arising in a class of stochastic ergodic control. Certain qualitative properties of the principal eigenvalue as well as that of the associated eigenfunction are studied. The results can be regarded as a nonlinear extension of the criticality theory for linear second order elliptic operators. |