Viscosity Solutions Methods for Singular Perturbations in Deterministic and Stochastic Control
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ergodic controlHamilton-Jacobi equationoptimal controlorder reductionsingular perturbationstate constraintsviscosity solution
Singular perturbations in context of PDEs (35B25) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Perturbations in control/observation systems (93C73) Optimal stochastic control (93E20)
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(54)- A PDE approach to some asymptotic problems concerning random differential equations with small noise intensities
- Averaging method for discontinuous Mayer's problem of singularly perturbed control systems
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- Balanced model reduction of linear systems with nonzero initial conditions: singular perturbation approximation
- On average control generating families for singularly perturbed optimal control problems with long run average optimality criteria
- Singular limit of BSDEs and optimal control of two scale stochastic systems in infinite dimensional spaces
- Symplectic homogenization
- Sharp estimates of the generalized principal eigenvalue for superlinear viscous Hamilton-Jacobi equations with inward drift
- Averaging and linear programming in some singularly perturbed problems of optimal control
- A note on singular perturbation problems via Aubry-Mather theory
- Some homogenization results for non-coercive Hamilton-Jacobi equations
- The vanishing viscosity method for the sensitivity analysis of an optimal control problem of conservation laws in the presence of shocks
- Multiscale problems and homogenization for second-order Hamilton-Jacobi equations
- Homogenization of first-order equations with \((u/\varepsilon)\)-periodic Hamiltonians. I: Local equations
- Optimal control of multiscale systems using reduced-order models
- Large deviations for some fast stochastic volatility models by viscosity methods
- On the boundary ergodic problem for fully nonlinear equations in bounded domains with general nonlinear Neumann boundary conditions
- Remarks on elliptic singular perturbation problems
- A characterization of the value function for a class of degenerate control problems
- Convergence in multiscale financial models with non-Gaussian stochastic volatility
- Singularly perturbed control systems with noncompact fast variable
- Homogenization of Hamilton-Jacobi equations in Carnot Groups
- Ergodicity, stabilization, and singular perturbations for Bellman-Isaacs equations
- Convergence by viscosity methods in multiscale financial models with stochastic volatility
- On Differential Games with Long-Time-Average Cost
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- Cauchy problem and periodic homogenization for nonlocal Hamilton-Jacobi equations with coercive gradient terms
- Periodic homogenization under a hypoellipticity condition
- Singular perturbations and optimal control of stochastic systems in infinite dimension: HJB equations and viscosity solutions
- Mixed Finite Element Approximation of Periodic Hamilton--Jacobi--Bellman Problems With Application to Numerical Homogenization
- Periodic homogenization for weakly elliptic Hamilton-Jacobi-Bellman equations with critical fractional diffusion
- Singular limit of two-scale stochastic optimal control problems in infinite dimensions by vanishing noise regularization
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- Homogenization results for a deterministic multi-domains periodic control problem
- Higher order convergence rates in theory of homogenization: equations of non-divergence form
- Large deviations for two-time-scale diffusions, with delays
- Rate of convergence for singular perturbations of Hamilton-Jacobi equations in unbounded spaces
- Singular perturbations in stochastic optimal control with unbounded data
- Averaging of a class of singularly perturbed control systems: a non-asymptotic result
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