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arXiv 0812.1327math.AP
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共振时Bellman方程的狄利克雷问题

The Dirichlet problem for the Bellman equation at resonance

Scott N. Armstrong

摘要:

将非散度型一致椭圆算子主特征值的Donsker-Varadhan极大极小公式推广到凹(或凸)正齐次全非线性算子的第一主半特征值.这样的算子的例子包括Hamilon-Jacobi-Bellman算子和Pucci极值算子。在两个主半特征值不相等的情况下,我们证明了在这个公式中达到最小值的测度提供了相应的狄利克雷问题在共振时的可解性的部分特征.

英文摘要:

We generalize the Donsker-Varadhan minimax formula for the principal eigenvalue of a uniformly elliptic operator in nondivergence form to the first principal half-eigenvalue of a fully nonlinear operator which is concave (or convex) and positively homogeneous. Examples of such operators include the Hamilon-Jacobi-Bellman operator and the Pucci extremal operators. In the case that the two principal half-eigenvalues are not equal, we show that the measures which achieve the minimum in this formula provide a partial characterization of the solvability of the corresponding Dirichlet problem at resonance.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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