Continuous dependence estimates for the ergodic problem of Bellman equation with an application to the rate of convergence for the homogenization problem

Author:

Marchi Claudio

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Analysis

Reference32 articles.

1. Achdou, Y., Patrizi, S.: Homogenization of first-order equations with $$u/\varepsilon $$ u / ε -periodic Hamiltonian: rate of convergence as $$\varepsilon \rightarrow 0$$ ε → 0 and numerical methods. Math. Models Methods Appl. Sci. 21, 1317–1353 (2011)

2. Armstrong, S.N., Cardaliaguet, P., Souganidis, P.E.: Error estimates and convergence rates for the stochastic homogenization of Hamilton–Jacobi equations. (to appear on J. Am. Math. Soc.)

3. Arnold, V.I., Avez, A.: Problèmes ergodiques de la mècanique classique. Gauthiers-Villars, Paris (1967)

4. Alvarez, O., Bardi, M.: Viscosity solutions methods for singular perturbations in deterministic and stochastic control. SIAM J. Control Optim. 40, 1159–1188 (2001)

5. Alvarez, O., Bardi, M.: Ergodicity, stabilization, and singular perturbations for Bellman–Isaacs equation. Mem. Am. Math. Soc. 204(960) (2010)

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