Pages that link to "Item:Q4537781"

The following pages link to Viscosity Solutions Methods for Singular Perturbations in Deterministic and Stochastic Control (Q4537781):

Displaying 39 items.

• Large deviations for some fast stochastic volatility models by viscosity methods (Q255794) (← links)
• Singularly perturbed control systems with noncompact fast variable (Q306241) (← links)
• Optimal control with random parameters: a multiscale approach (Q431771) (← links)
• Continuous dependence estimates for the ergodic problem of Bellman equation with an application to the rate of convergence for the homogenization problem (Q471089) (← links)
• Periodic homogenization under a hypoellipticity condition (Q497395) (← links)
• Large deviations for two-time-scale diffusions, with delays (Q607781) (← links)
• Homogenization for fully nonlinear parabolic equations (Q707028) (← links)
• Averaging method for discontinuous Mayer's problem of singularly perturbed control systems (Q1400259) (← links)
• Error bound for non-zero initial condition using the singular perturbation approximation method (Q1634688) (← links)
• Large deviations and importance sampling for systems of slow-fast motion (Q1946537) (← links)
• Balanced model reduction of linear systems with nonzero initial conditions: singular perturbation approximation (Q2010750) (← links)
• On average control generating families for singularly perturbed optimal control problems with long run average optimality criteria (Q2018766) (← links)
• Singular limit of BSDEs and optimal control of two scale stochastic systems in infinite dimensional spaces (Q2020319) (← links)
• Symplectic homogenization (Q2112369) (← links)
• Sharp estimates of the generalized principal eigenvalue for superlinear viscous Hamilton-Jacobi equations with inward drift (Q2131382) (← links)
• Averaging and linear programming in some singularly perturbed problems of optimal control (Q2348615) (← links)
• Some homogenization results for non-coercive Hamilton-Jacobi equations (Q2385159) (← links)
• Multiscale problems and homogenization for second-order Hamilton-Jacobi equations (Q2464474) (← links)
• Homogenization of first-order equations with \((u/\varepsilon)\)-periodic Hamiltonians. I: Local equations (Q2465677) (← links)
• Optimal control of multiscale systems using reduced-order models (Q2513918) (← links)
• On the boundary ergodic problem for fully nonlinear equations in bounded domains with general nonlinear Neumann boundary conditions (Q2575846) (← links)
• (Q2776390) (← links)
• Convergence in multiscale financial models with non-Gaussian stochastic volatility (Q2808055) (← links)
• Homogenization of Hamilton-Jacobi equations in Carnot Groups (Q3424598) (← links)
• On Differential Games with Long-Time-Average Cost (Q3646700) (← links)
• Viscosity methods for large deviations estimates of multiscale stochastic processes (Q4554107) (← links)
• Cauchy problem and periodic homogenization for nonlocal Hamilton–Jacobi equations with coercive gradient terms (Q4965384) (← links)
• Singular perturbations and optimal control of stochastic systems in infinite dimension: HJB equations and viscosity solutions (Q4999508) (← links)
• Mixed Finite Element Approximation of Periodic Hamilton--Jacobi--Bellman Problems With Application to Numerical Homogenization (Q5006467) (← links)
• Periodic homogenization for weakly elliptic Hamilton-Jacobi-Bellman equations with critical fractional diffusion (Q5037288) (← links)
• Singular Limit of Two-Scale Stochastic Optimal Control Problems in Infinite Dimensions by Vanishing Noise Regularization (Q5065050) (← links)
• Discontinuous Galerkin and <i>C</i>⁰-IP finite element approximation of periodic Hamilton–Jacobi–Bellman–Isaacs problems with application to numerical homogenization (Q5066871) (← links)
• Hamilton-Jacobi Equations on Networks as Limits of Singularly Perturbed Problems in Optimal Control: Dimension Reduction (Q5256304) (← links)
• On Near Optimal Control of Systems with Slow Observables (Q5346502) (← links)
• Homogenization of First Order Equations with (<i>u</i>/ε)-Periodic Hamiltonians Part II: Application to Dislocations Dynamics (Q5459787) (← links)
• Homogenization results for a deterministic multi-domains periodic control problem (Q5744774) (← links)
• Higher order convergence rates in theory of homogenization: equations of non-divergence form (Q5962886) (← links)
• Rate of convergence for singular perturbations of Hamilton-Jacobi equations in unbounded spaces (Q6097694) (← links)
• Singular perturbations in stochastic optimal control with unbounded data (Q6138481) (← links)