The Dirichlet problem for the Bellman equation at resonance
Analysis of PDEs
2009-06-19 v2
Abstract
We generalize the Donsker-Varadhan minimax formula for the principal eigenvalue of a uniformly elliptic operator in nondivergence form to the first principal half-eigenvalue of a fully nonlinear operator which is concave (or convex) and positively homogeneous. Examples of such operators include the Hamilon-Jacobi-Bellman operator and the Pucci extremal operators. In the case that the two principal half-eigenvalues are not equal, we show that the measures which achieve the minimum in this formula provide a partial characterization of the solvability of the corresponding Dirichlet problem at resonance.
Cite
@article{arxiv.0812.1327,
title = {The Dirichlet problem for the Bellman equation at resonance},
author = {Scott N. Armstrong},
journal= {arXiv preprint arXiv:0812.1327},
year = {2009}
}
Comments
Appendix added. 28 pages