機率研討會
主講者: | Prof. Naoyuki Ichihara (Hiroshima University) |
講題: | The generalized principal eigenvalue for Hamilton-Jacobi-Bellman equations of ergodic type |
時間: | 2013-09-02 (Mon.) 14:00 - 15:00 |
地點: | 數學所 617 研討室 (台大院區) |
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. |
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