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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