DocumentCode
319979
Title
Deduction of some Bellman-Isaacs equations of ergodic type and their singular limits-relationships to eigenvalue problems of Schrodinger operators
Author
Kaise, Hidehiro ; Nagai, Hideo
Author_Institution
Dept. of Math. Sci., Osaka Univ., Japan
Volume
4
fYear
1997
fDate
10-12 Dec 1997
Firstpage
3419
Abstract
The Bellman-Isaacs equation of ergodic type is studied in a particular case. A solution of the equation related to the principal eigenfunction of the Schrodinger operator is obtained as the limit of the solution of a Bellman-Isaacs equation of discounted type. Furthermore a singular limit of the equation is studied in relation to semiclassical analysis
Keywords
Schrodinger equation; eigenvalues and eigenfunctions; minimisation; optimal control; stochastic systems; Bellman-Isaacs equations; Schrodinger operators; eigenvalue problems; ergodic equations; principal eigenfunction; semiclassical analysis; singular limits; Cost function; Differential equations; Eigenvalues and eigenfunctions; Process control; Region 2; Risk analysis; Stochastic processes;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1997., Proceedings of the 36th IEEE Conference on
Conference_Location
San Diego, CA
ISSN
0191-2216
Print_ISBN
0-7803-4187-2
Type
conf
DOI
10.1109/CDC.1997.652376
Filename
652376
Link To Document