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.