Applied Mathematics and Optimization, Vol.42, No.1, 35-50, 2000
A characterization of the existence of solutions for Hamilton-Jacobi equations in ergodic control problems with applications
We give a characterization of the existence of bounded solutions for Hamilton-Jacobi equations in ergodic control problems with state-constraint. This result is applied to the reexamination of the counterexample given in [5] concerning the existence of solutions for ergodic control problems in infinite-dimensional Hilbert spaces and also establishing results on effective Hamiltonians in periodic homogenization of Hamilton-Jacobi equations.
Keywords:Hamilton-Jacobi equations;ergodic control problems;viscosity solutions;homogenization;effective Hamiltonians