Ergodic control of semilinear stochastic equations and the Hamilton-Jacobi equation.
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985840%3A_____%2F99%3A05030124" target="_blank" >RIV/67985840:_____/99:05030124 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Ergodic control of semilinear stochastic equations and the Hamilton-Jacobi equation.
Original language description
Optimal control of stochastic semilinear equations with Lipschitz continuous drift and cylinrical noise is considered. Existence and uniqueness of solutionsto the stationary Hamilton-Jacobi equation is shown.
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GA201%2F95%2F0629" target="_blank" >GA201/95/0629: Asymptotic properties of solutions of stochastic evolution equations</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
1999
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Journal of Mathematical Analysis and Applications
ISSN
0022-247X
e-ISSN
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Volume of the periodical
234
Issue of the periodical within the volume
2
Country of publishing house
US - UNITED STATES
Number of pages
40
Pages from-to
592-631
UT code for WoS article
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EID of the result in the Scopus database
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