Stochastic homogenization of Hamilton-Jacobi-Bellman equations
From MaRDI portal
Publication:3419684
Recommendations
- Stochastic homogenization of Hamilton-Jacobi and degenerate Bellman equations in unbounded environments
- Stochastic homogenization of viscous superquadratic Hamilton-Jacobi equations in dynamic random environment
- Homogenization for stochastic Hamilton-Jacobi equations
- scientific article; zbMATH DE number 5366618
- Homogenization of Hamilton‐Jacobi‐Bellman equations with respect to time‐space shifts in a stationary ergodic medium
Cites work
- scientific article; zbMATH DE number 1375522 (Why is no real title available?)
- scientific article; zbMATH DE number 158461 (Why is no real title available?)
- scientific article; zbMATH DE number 1151363 (Why is no real title available?)
- On general minimax theorems
- Periodic homogenisation of certain fully nonlinear partial differential equations
Cited in
(77)- Controlled diffusions in a random medium
- scientific article; zbMATH DE number 497467 (Why is no real title available?)
- Stochastic homogenization of Hamilton-Jacobi and degenerate Bellman equations in unbounded environments
- Periodic approximations of the ergodic constants in the stochastic homogenization of nonlinear second-order (degenerate) equations
- Min-max formulas and other properties of certain classes of nonconvex effective Hamiltonians
- Quantitative homogenization for combustion in random media
- On the existence of correctors for the stochastic homogenization of viscous Hamilton-Jacobi equations
- An optimal switching approach toward cost-effective control of a stand-alone photovoltaic panel system under stochastic environment
- Asymptotic spreading of KPP reactive fronts in incompressible space-time random flows
- Traveling waves in a one-dimensional heterogeneous medium
- Entropy, large deviations, and scaling limits
- Stochastic homogenization of interfaces moving with changing sign velocity
- Stochastic homogenization of nonconvex Hamilton-Jacobi equations in one space dimension
- Concentration phenomena for neutronic multigroup diffusion in random environments
- Quenched free energy and large deviations for random walks in random potentials
- Central limit theorem for stochastic Hamilton-Jacobi equations
- Quantitative Stochastic Homogenization of Viscous Hamilton-Jacobi Equations
- Stochastic homogenization of a class of quasiconvex viscous Hamilton-Jacobi equations in one space dimension
- Rare event simulation for multiscale diffusions in random environments
- Stochastic homogenization of the Keller-Segel chemotaxis system
- Homogenization of a stochastically forced Hamilton-Jacobi equation
- Stochastic Homogenization for Functionals with Anisotropic Rescaling and Noncoercive Hamilton--Jacobi Equations
- Large deviations
- A shape theorem and a variational formula for the quenched Lyapunov exponent of random walk in a random potential
- Homogenization of degenerate second-order PDE in periodic and almost periodic environments and applications
- Stochastic homogenization of a nonconvex Hamilton-Jacobi equation
- A direct verification argument for the Hamilton-Jacobi equation continuum limit of nondominated sorting
- Homogenization of viscous and non-viscous HJ equations: a remark and an application
- Quenched large deviations for simple random walks on percolation clusters including long-range correlations
- Quantitative stochastic homogenization of an unbounded front propagation problem
- Homogenization of biomechanical models of plant tissues with randomly distributed cells
- Stochastic homogenization of certain nonconvex Hamilton-Jacobi equations
- Homogenization of Hamilton‐Jacobi‐Bellman equations with respect to time‐space shifts in a stationary ergodic medium
- Error estimates and convergence rates for the stochastic homogenization of Hamilton-Jacobi equations
- Variational formula for the time constant of first-passage percolation
- A sublinear variance bound for solutions of a random Hamilton-Jacobi equation
- Homogenization of weakly coupled systems of Hamilton-Jacobi equations with fast switching rates
- Homogenization for stochastic Hamilton-Jacobi equations
- Stochastic homogenization of a class of nonconvex viscous HJ equations in one space dimension
- Large time average of reachable sets and applications to homogenization of interfaces moving with oscillatory spatio-temporal velocity
- On the first eigenpair of singularly perturbed operators with oscillating coefficients
- Large deviations of continuous regular conditional probabilities
- Harmonic functions, \(h\)-transform and large deviations for random walks in random environments in dimensions four and higher
- Homogenization of a class of one-dimensional nonconvex viscous Hamilton-Jacobi equations with random potential
- Rates of convergence for the homogenization of fully nonlinear uniformly elliptic PDE in random media
- Quasi-periodic homogenizations for second-order Hamilton-Jacobi-Bellman equations
- Quenched large deviations for multidimensional random walk in random environment with holding times
- Stochastic homogenization of reflected stochastic differential equations
- Convergence of a class of nonlinear time delays reaction-diffusion equations
- Limit theorem for controlled backward SDEs and homogenization of Hamilton-Jacobi-Bellman equations
- Process-level quenched large deviations for random walk in random environment
- Quenched large deviations for random walk in a random environment
- Stochastic homogenization of a class of quasiconvex and possibly degenerate viscous HJ equations in 1D
- Importance sampling for metastable and multiscale dynamical systems
- Hamilton-Jacobi-Bellman Equations Associated to Symmetric Stable Processes
- Stochastic homogenization of quasiconvex degenerate viscous HJ equations in 1d
- Quenched large deviations for interacting diffusions in random media
- Selected topics in random walks in random environment
- The effect of disorder on quenched and averaged large deviations for random walks in random environments: boundary behavior
- Stochastic homogenization of a front propagation problem with unbounded velocity
- Variational formulas and cocycle solutions for directed polymer and percolation models
- Stochastic homogenization of deterministic control problems
- Quenched and averaged large deviations for random walks in random environments: the impact of disorder
- An example of failure of stochastic homogenization for viscous Hamilton-Jacobi equations without convexity
- A discussion about the homogenization of moving interfaces
- Stochastic homogenization for some nonlinear integro-differential equations
- Asymptotic spreading for general heterogeneous Fisher-KPP type equations
- A conversation with S. R. S. Varadhan
- Nonconvex homogenization for one-dimensional controlled random walks in random potential
- Stochastic Homogenization of Nonconvex Hamilton‐Jacobi Equations: A Counterexample
- Stochastic homogenization of viscous superquadratic Hamilton-Jacobi equations in dynamic random environment
- Homogenization and enhancement of the \(G\)-equation in random environments
- scientific article; zbMATH DE number 5366618 (Why is no real title available?)
- Homogenization of “Viscous” Hamilton–Jacobi Equations in Stationary Ergodic Media
- Quenched point-to-point free energy for random walks in random potentials
- Averaging principle and normal deviations for multiscale stochastic systems
- Stochastic homogenization and effective Hamiltonians of Hamilton-Jacobi equations in one space dimension: the double-well case
This page was built for publication: Stochastic homogenization of Hamilton-Jacobi-Bellman equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3419684)
