Related papers: On unbounded solutions of ergodic problems in r^m …
In this article we study ergodic problems in the whole space $\mathbb{R}^N$ for weakly coupled systems of viscous Hamilton-Jacobi equations with coercive right-hand sides. The Hamiltonians are assumed to have a fairly general structure and…
We study an ergodic problem associated to a non-local Hamilton-Jacobi equation defined on the whole space $\lambda-\mathcal{L}[u](x)+|Du(x)|^m=f(x)$ and determine whether (unbounded) solutions exist or not. We prove that there is a…
We study the large time behavior of Lipschitz continuous, possibly unbounded, viscosity solutions of Hamilton-Jacobi Equations in the whole space $\R^N$. The associated ergodic problem has Lipschitz continuous solutions if the analogue of…
We study the existence-uniqueness of solution $(u, \lambda)$ to the ergodic Hamilton-Jacobi equation $$(-\Delta)^s u + H(x, \nabla u) = f-\lambda\quad \text{in}\; \mathbb{R}^d,$$ and $u\geq 0$, where $s\in (\frac{1}{2}, 1)$. We show that…
We study the large-time behavior of bounded from below solutions of parabolic viscous Hamilton-Jacobi Equations in the whole space $\mathbb{R}^N$ in the case of superquadratic Hamiltonians. Existence and uniqueness of such solutions are…
Uniqueness of positive solutions to viscous Hamilton-Jacobi-Bellman (HJB) equations of the form $-\Delta u(x) + \frac{1}{\gamma} |D{u}(x)|^\gamma = f(x) - \lambda$, with $f$ a coercive function and $\lambda$ a constant, in the subquadratic…
We determine the large-time behavior of unbounded solutions for the so-called viscous Hamilton Jacobi equation, $u_t - \Delta u + |Du|^m = f(x)$, in the quadratic and subquadratic cases (i.e., for $1<m\leq 2$), with a particular focus on…
We address the problem of existence and uniqueness of solutions $(c,u(\cdot))$ to ergodic Hamilton-Jacobi-Bellman (HJB) equations of the form $H(x,\nabla u(x), D^{2}u(x)) = c$ in the whole space $\mathbb{R}^{m}$ with unbounded and merely…
This paper is concerned with the ergodic problem for superquadratic viscous Hamilton-Jacobi equations with exponent m \textgreater{} 2. We prove that the generalized principal eigenvalue of the equation converges to a constant as m…
This paper is concerned with the ergodic problem for viscous Hamilton-Jacobi equations having superlinear Hamiltonian, inward-pointing drift, and positive potential which vanishes at infinity. Assuming some radial symmetry of the drift and…
In the paper we prove the convergence of viscosity solutions $u_{\lambda}$ as $\lambda\rightarrow0_+$ for the parametrized degenerate viscous Hamilton-Jacobi equation \[ H(x,d_x u, \lambda u)=\alpha(x)\Delta u,\quad \alpha(x)\geq 0,\quad…
The Hamilton-Jacobi equation on metric spaces has been studied by several authors; following the approach of Gangbo and Swiech, we show that the final value problem for the Hamilton-Jacobi equation has a unique solution even if we add a…
Motivated by the vanishing contact problem, we study in the present paper the convergence of solutions of Hamilton-Jacobi equations depending nonlinearly on the unknown function. Let $H(x,p,u)$ be a continuous Hamiltonian which is strictly…
We examine Hamilton-Jacobi equations driven by fully nonlinear degenerate elliptic operators in the presence of superlinear Hamiltonians. By exploring the Ishii-Jensen inequality, we prove that viscosity solutions are locally…
In this article, we study the ergodic problem associated to viscous Hamilton-Jacobi equation where the diffusion is governed by the censored fractional Laplacian, a nonlocal elliptic operator restricted to a bounded domain $\Omega \subset…
We show that solutions of time-dependent degenerate parabolic equations with super-quadratic growth in the gradient variable and possibly unbounded right-hand side are locally ${\mathcal C}^{0,\alpha}$. Unlike the existing (and more…
The purpose of this article is to prove existence, uniqueness and uniform gradient estimates for unbounded classical solutions of a Hamilton-Jacobi-Bellman equation. Such an equation naturally arises in stochastic control problems. Contrary…
We consider an optimal control problem with ergodic (long term average) reward for a McKean-Vlasov dynamics, where the coefficients of a controlled stochastic differential equation depend on the marginal law of the solution. Starting from…
We adapt the metric approach to the study of stationary ergodic Hamilton-Jacobi equations, for which a notion of admissible random (sub)solution is defined. For any level of the Hamiltonian greater than or equal to a distinguished critical…
We study the additive eigenvalues on changing domains, along with the associated vanishing discount problems. We consider the convergence of the vanishing discount problem on changing domains for a general scaling type $\Omega_\lambda =…