Showing papers by "Hitoshi Ishii published in 2000"
TL;DR: In this paper, the existence of bounded solutions for Hamilton-Jacobi equations in ergodic control problems with state-constraint was shown to be true in infinite-dimensional Hilbert spaces.
Abstract: We give a characterization of the existence of bounded solutions for Hamilton—Jacobi equations in ergodic control problems with state-constraint. This result is applied to the reexamination of the counterexample given in [5] concerning the existence of solutions for ergodic control problems in infinite-dimensional Hilbert spaces and also establishing results on effective Hamiltonians in periodic homogenization of Hamilton—Jacobi equations.
12 citations
TL;DR: In this paper, a method of constructing e -optimal control in the feedback form for state constraint problems is presented, where the authors first find feedback laws directly from the associated Hamilton-Jacobi-Bellman equation and an approximation of the value function by the inf-convolution.
10 citations