Stochastic homogenization of Hamilton-Jacobi-Bellman equations
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Publication:3419684
DOI10.1002/CPA.20137zbMATH Open1111.60055OpenAlexW2171556363MaRDI QIDQ3419684FDOQ3419684
Authors: Elena Kosygina, Fraydoun Rezakhanlou, S. R. S. Varadhan 
Publication date: 7 February 2007
Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/cpa.20137
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- scientific article; zbMATH DE number 5366618
- Homogenization of Hamilton‐Jacobi‐Bellman equations with respect to time‐space shifts in a stationary ergodic medium
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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