演講訊息 TALKS

摘要 : We consider a family of nonlinear eigenvalue problems for viscous Halmiton-Jacobi equations arising in stochastic ergodic control. Quantitative properties of principal eigenvalues and corresponding eigenfunctions are discussed. Such analysis plays the central role in studying the recurrence and transience of feedback diffusions of the associated stochastic ergodic control. Our results can be regarded as a nonlinear extension of the criticality theory for linear Schrodinger equations with decaying potentials.