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
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;
Conference_Titel :
Decision and Control, 1997., Proceedings of the 36th IEEE Conference on
Conference_Location :
San Diego, CA
Print_ISBN :
0-7803-4187-2
DOI :
10.1109/CDC.1997.652376
