Nonconvex homogenization for one-dimensional controlled random walks in random potential
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Publication:670733
DOI10.1214/18-AAP1395zbMath1415.60121arXiv1705.07613WikidataQ128813384 ScholiaQ128813384MaRDI QIDQ670733
Publication date: 20 March 2019
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1705.07613
stochastic optimal controlhomogenizationlarge deviationscorrectorHamilton-Jacobirandom walk in random potentialtilted free energy
Optimal stochastic control (93E20) Nonlinear first-order PDEs (35F20) Processes in random environments (60K37) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27)
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