Ergodicity, stabilization, and singular perturbations for Bellman-Isaacs equations
DOI10.1090/S0065-9266-09-00588-2zbMATH Open1209.35001OpenAlexW1999541377MaRDI QIDQ3552259FDOQ3552259
Olivier Alvarez, Martino Bardi
Publication date: 14 April 2010
Published in: Memoirs of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/s0065-9266-09-00588-2
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Cited In (58)
- A continuous dependence estimate for viscous Hamilton-Jacobi equations on networks with applications
- A Viscous Ergodic Problem with Unbounded and Measurable Ingredients, Part 1: HJB Equation
- Rate of convergence for singular perturbations of Hamilton-Jacobi equations in unbounded spaces
- Homogenization of the G-equation: a metric approach
- Large deviations for some fast stochastic volatility models by viscosity methods
- Singular Perturbation of Zero-Sum Linear-Quadratic Stochastic Differential Games
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- Optimal control with random parameters: a multiscale approach
- Ergodic behavior of control and mean field games problems depending on acceleration
- Large deviations for two-time-scale diffusions, with delays
- Asymptotic behaviour for operators of Grushin type: invariant measure and singular perturbations
- Singular perturbations for a subelliptic operator
- On quasi-stationary mean field games models
- Front quenching in the G-equation model induced by straining of cellular flow
- Title not available (Why is that?)
- On almost periodic viscosity solutions to Hamilton-Jacobi equations
- Stochastic homogenization of interfaces moving with changing sign velocity
- Stochastic Homogenization for Functionals with Anisotropic Rescaling and Noncoercive Hamilton--Jacobi Equations
- On quasi-stationary Mean Field Games of Controls
- Liouville results for fully nonlinear equations modeled on Hörmander vector fields. II: Carnot groups and Grushin geometries
- Continuous dependence estimates and homogenization of quasi-monotone systems of fully nonlinear second order parabolic equations
- Quantitative stochastic homogenization of an unbounded front propagation problem
- Unique ergodicity of deterministic zero-sum differential games
- Turnpike theorems for Markov games
- Some recent aspects of differential game theory
- Liouville properties and critical value of fully nonlinear elliptic operators
- Singularly perturbed control systems with noncompact fast variable
- On Differential Games with Long-Time-Average Cost
- Viscosity solutions of eikonal equations on topological networks
- The ergodic problem for some subelliptic operators with unbounded coefficients
- Limit Hamilton--Jacobi--Isaacs Equations for Singularly Perturbed Zero-Sum Dynamic (Discrete Time) Games
- Asymptotic analysis for Hamilton-Jacobi-Bellman equations on Euclidean space
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- Limit value for optimal control with general means
- Large time average of reachable sets and applications to homogenization of interfaces moving with oscillatory spatio-temporal velocity
- On the decay of viscosity solutions to Hamilton–Jacobi equations with almost periodic initial data
- Continuous dependence estimates for the ergodic problem of Bellman equation with an application to the rate of convergence for the homogenization problem
- Lipschitz regularity results for nonlinear strictly elliptic equations and applications
- Cauchy problem and periodic homogenization for nonlocal Hamilton–Jacobi equations with coercive gradient terms
- Mixed Finite Element Approximation of Periodic Hamilton--Jacobi--Bellman Problems With Application to Numerical Homogenization
- Singular perturbations and optimal control of stochastic systems in infinite dimension: HJB equations and viscosity solutions
- Vanishing Discount Limit and Nonexpansive Optimal Control and Differential Games
- Uniform Tauberian theorem in differential games
- Homogenization and enhancement for the \(G\)-equation
- Periodic homogenization under a hypoellipticity condition
- Nonlinear elliptic systems and mean-field games
- Stochastic homogenization of a front propagation problem with unbounded velocity
- Viscosity methods for large deviations estimates of multiscale stochastic processes
- Representation Formulas for Limit Values of Long Run Stochastic Optimal Controls
- An eikonal equation with vanishing Lagrangian arising in global optimization
- Ergodicity of Hamilton-Jacobi equations with a noncoercive nonconvex Hamiltonian in \(\mathbb R^2/\mathbb Z^2\)
- A singular perturbation problem for mean field games of acceleration: application to mean field games of control
- A variational problem determined by probability measures
- On nonzero-sum game considered on solutions of a hybrid system with frequent random jumps
- Ergodic problem for the Hamilton-Jacobi-Bellman equation. I: Existence of the ergodic attractor
- Discontinuous Galerkin and C0-IP finite element approximation of periodic Hamilton–Jacobi–Bellman–Isaacs problems with application to numerical homogenization
- Title not available (Why is that?)
- Nonexistence of nonconstant solutions of some degenerate Bellman equations and applications to stochastic control
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