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- W2007374447 abstract "We consider the problem of finding a real number λ and a function u satisfying the PDE Here f is a convex, superlinear function. We prove that there is a unique λ* such that the above PDE has a viscosity solution u satisfying . Moreover, we show that associated to λ* is a convex solution u* with D2u*∈ and give two min-max formulae for λ*. λ* has a probabilistic interpretation as being the least, long-time averaged (ergodic) cost for a singular control problem involving f. © 2011 Wiley Periodicals, Inc." @default.
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- W2007374447 date "2011-11-07" @default.
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- W2007374447 title "The Eigenvalue Problem of Singular Ergodic Control" @default.
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- W2007374447 doi "https://doi.org/10.1002/cpa.21383" @default.
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