Large deviations for Markov processes with switching and homogenisation via Hamilton-Jacobi-Bellman equations (Q6123283)
From MaRDI portal
scientific article; zbMATH DE number 7812500
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations for Markov processes with switching and homogenisation via Hamilton-Jacobi-Bellman equations |
scientific article; zbMATH DE number 7812500 |
Statements
Large deviations for Markov processes with switching and homogenisation via Hamilton-Jacobi-Bellman equations (English)
0 references
4 March 2024
0 references
large deviations
0 references
switching Markov process
0 references
Hamilton-Jacobi equation
0 references
viscosity solutions
0 references
comparison principle
0 references
0 references
0 references
0 references
