Equality of the ergodic control eigenvalues
Equality of the ergodic control eigenvalues
Let be the convex, solution associated to the eigenvalue , and define
where the infimum is over the relevant supersolutions with . Equality of the ergodic control eigenvalues. One should have
The paper proves and proves the reverse inequality if a suitable supersolution with eigenvalue exists. It conjectures that this additional existence assumption is unnecessary, motivated by the expected regularity of on the set where .
Sources & referencesView supporting material
Primary source
Ryan Hynd, “The eigenvalue problem of singular ergodic control”, arXiv:1102.1110 (2011).
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