| Budget Amount *help |
¥3,380,000 (Direct Cost: ¥2,600,000、Indirect Cost: ¥780,000)
Fiscal Year 2011: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2010: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2009: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
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| Research Abstract |
In this research, we dealt with a class of nonlinear partial differential equations, called viscous Hamilton-Jacobi equations, which appear in stochastic optimal control problems. More specifically, we investigated the long-time behavior of solutions by both analytical and probabilistic approaches. It turned out that solutions converge to a steady state as time tends to infinity. We also succeeded in characterizing such steady state in terms of ergodic stochastic control problems
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