機率研討會

主講者: Professor Naoyuki Ichihara (Hiroshima University, Japan)
講題: Large time behavior of solutions of Hamilton-Jacobi-Bellman equations with quadratic nonlinearity in gradients
時間: 2010-09-27 (Mon.)  15:30 - 16:30
地點: 數學所 722 研討室 (台大院區)
Abstract:

We study the large time behavior of solutions to the Cauchy problem for semilinear parabolic equations having quadratic nonlinearity in gradients. Equations of this kind often appear in stochastic control theory. We prove that as time tends to infinity the solution of the Cauchy problem converges to a solution to the so-called ergodic type Bellman equation. This is a joint work with S.-J. Sheu.

 
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