Optimal Control with Random Parameters: A Multiscale Approach

Author:

Bardi Martino,Cesaroni Annalisa

Publisher

Elsevier BV

Subject

General Engineering

Reference43 articles.

1. Viscosity solutions methods for singular perturbations in deterministic and stochastic control;Alvarez;SIAM J Control Optim,2001

2. Singular perturbations of nonlinear degenerate parabolic PDEs: A general convergence result;Alvarez;Arch Ration Mech Anal,2003

3. Ergodicity, stabilization, and singular perturbations for Bellman-Isaacs equations;Alvarez;MemAmer Math Soc,2010

4. Multiscale problems and homogenization for second order Hamilton-Jacobi equations;Alvarez;J Differ Equ,2007

5. Multiscale singular perturbations and homogenization of optimal control problems;Alvarez,2008

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