Controlled diffusions in a random medium

DOI10.1080/17442508808833511MaRDI QIDQ3818976zbMATH OpenOpenAlexFDO

Authors Alain Bensoussan, Gilmer L. Blankenship

Publication date 1988

Published in Stochastics (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/1903/4624

zbMATH Keywords

controlled diffusionconvergence resulthomogenizationnonlinear Bellman equationrandom medium

Mathematics Subject Classification ID

Diffusion processes (60J60) Optimal stochastic control (93E20)

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Cites work

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• Homogenization of degenerate second-order PDE in periodic and almost periodic environments and applications
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• On directed diffusion with measurable background
• Optimal control with random parameters: a multiscale approach
• Homogenization of fully nonlinear, uniformly elliptic and parabolic partial differential equations in stationary ergodic media
• Homogenization of “Viscous” Hamilton–Jacobi Equations in Stationary Ergodic Media
• Stochastic homogenization for some nonlinear integro-differential equations
• State-Dependent Temperature Control for Langevin Diffusions
• Homogenization of biomechanical models of plant tissues with randomly distributed cells
• Stochastic homogenization of the Keller-Segel chemotaxis system

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