| 日時 | 6月29日(金) 15:30--17:00 |
|---|---|
| 会場 | 福岡大学 セミナーハウス 2階 セミナー室 |
| 講師 | 市原 直幸 氏 (広島大学) |
| 題目 | Large time behavior of solutions of Hamilton-Jacobi-Bellman equations with superlinear nonlinearity in gradients |
| 概要 | We discuss the large time behavior of solutions to the Cauchy problem for semilinear parabolic equations having superlinear nonlinearity in gradients. Equations of this kind often appear in the stochastic control theory. We prove that, as time tends to infinity, the solution converges to a function of variable separation type which is characterized by an ergodic stochastic control problem. |