分野別セミナー

講演要旨：
　　We discuss some stochastic control problems of
　finite time horizon whose running cost function
　is of superlinear growth with respect to the
control variable. We prove that, as the time
horizon tends to infinity, the value function
converges to a function of variable separation
type which is characterized by an ergodic
　stochastic control problem. From the PDE viewpoint,
　our results concern the large time behavior of
solutions to semilinear parabolic equations with
superlinear nonlinearity in gradients.