Homogenization of a class of one-dimensional nonconvex viscous Hamilton-Jacobi equations with random potential (Q5205885)

From MaRDI portal





scientific article; zbMATH DE number 7143801
Language Label Description Also known as
default for all languages
No label defined
    English
    Homogenization of a class of one-dimensional nonconvex viscous Hamilton-Jacobi equations with random potential
    scientific article; zbMATH DE number 7143801

      Statements

      Homogenization of a class of one-dimensional nonconvex viscous Hamilton-Jacobi equations with random potential (English)
      0 references
      0 references
      0 references
      0 references
      17 December 2019
      0 references
      asymptotically optimal policy
      0 references
      bang-bang
      0 references
      Brownian motion in a random potential
      0 references
      correctors
      0 references
      large deviations
      0 references
      risk-sensitive stochastic optimal control
      0 references
      tilted free energy
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references