Homogenization of a class of one-dimensional nonconvex viscous Hamilton-Jacobi equations with random potential (Q5205885)
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scientific article; zbMATH DE number 7143801
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Homogenization of a class of one-dimensional nonconvex viscous Hamilton-Jacobi equations with random potential |
scientific article; zbMATH DE number 7143801 |
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Homogenization of a class of one-dimensional nonconvex viscous Hamilton-Jacobi equations with random potential (English)
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17 December 2019
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asymptotically optimal policy
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bang-bang
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Brownian motion in a random potential
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correctors
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large deviations
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risk-sensitive stochastic optimal control
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tilted free energy
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