DOI10.1090/S0065-9266-09-00588-2zbMath1209.35001OpenAlexW1999541377MaRDI QIDQ3552259
Olivier Alvarez, Martino Bardi
Publication date: 14 April 2010
Published in: Memoirs of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/s0065-9266-09-00588-2
Homogenization of the G-equation: a metric approach,
Quantitative stochastic homogenization of an unbounded front propagation problem,
Liouville properties and critical value of fully nonlinear elliptic operators,
Singularly perturbed control systems with noncompact fast variable,
Asymptotic analysis for Hamilton-Jacobi-Bellman equations on Euclidean space,
Viscosity methods for large deviations estimates of multiscale stochastic processes,
Discontinuous Galerkin and C0-IP finite element approximation of periodic Hamilton–Jacobi–Bellman–Isaacs problems with application to numerical homogenization,
Turnpike theorems for Markov games,
Large deviations for two-time-scale diffusions, with delays,
Limit value for optimal control with general means,
On quasi-stationary mean field games models,
Rate of convergence for singular perturbations of Hamilton-Jacobi equations in unbounded spaces,
Liouville results for fully nonlinear equations modeled on Hörmander vector fields. II: Carnot groups and Grushin geometries,
A continuous dependence estimate for viscous Hamilton-Jacobi equations on networks with applications,
A Viscous Ergodic Problem with Unbounded and Measurable Ingredients, Part 1: HJB Equation,
Viscosity solutions of eikonal equations on topological networks,
A singular perturbation problem for mean field games of acceleration: application to mean field games of control,
Optimal control with random parameters: a multiscale approach,
On quasi-stationary Mean Field Games of Controls,
An eikonal equation with vanishing Lagrangian arising in global optimization,
Continuous dependence estimates and homogenization of quasi-monotone systems of fully nonlinear second order parabolic equations,
On nonzero-sum game considered on solutions of a hybrid system with frequent random jumps,
A variational problem determined by probability measures,
Large time average of reachable sets and applications to homogenization of interfaces moving with oscillatory spatio-temporal velocity,
Singular perturbations for a subelliptic operator,
Representation Formulas for Limit Values of Long Run Stochastic Optimal Controls,
Continuous dependence estimates for the ergodic problem of Bellman equation with an application to the rate of convergence for the homogenization problem,
Nonexistence of nonconstant solutions of some degenerate Bellman equations and applications to stochastic control,
Asymptotic behaviour for operators of Grushin type: invariant measure and singular perturbations,
Periodic homogenization under a hypoellipticity condition,
Nonlinear elliptic systems and mean-field games,
The ergodic problem for some subelliptic operators with unbounded coefficients,
Stochastic homogenization of a front propagation problem with unbounded velocity,
Unique ergodicity of deterministic zero-sum differential games,
Ergodic behavior of control and mean field games problems depending on acceleration,
Stochastic homogenization of interfaces moving with changing sign velocity,
Some recent aspects of differential game theory,
Ergodicity of Hamilton-Jacobi equations with a noncoercive nonconvex Hamiltonian in \(\mathbb R^2/\mathbb Z^2\),
Lipschitz regularity results for nonlinear strictly elliptic equations and applications,
Homogenization and enhancement for the \(G\)-equation,
Stochastic Homogenization for Functionals with Anisotropic Rescaling and Noncoercive Hamilton--Jacobi Equations,
On almost periodic viscosity solutions to Hamilton-Jacobi equations,
Front quenching in the G-equation model induced by straining of cellular flow,
Cauchy problem and periodic homogenization for nonlocal Hamilton–Jacobi equations with coercive gradient terms,
On Differential Games with Long-Time-Average Cost,
Uniform Tauberian theorem in differential games,
Singular perturbations and optimal control of stochastic systems in infinite dimension: HJB equations and viscosity solutions,
Vanishing Discount Limit and Nonexpansive Optimal Control and Differential Games,
Mixed Finite Element Approximation of Periodic Hamilton--Jacobi--Bellman Problems With Application to Numerical Homogenization,
On the decay of viscosity solutions to Hamilton–Jacobi equations with almost periodic initial data,
Singular Perturbation of Zero-Sum Linear-Quadratic Stochastic Differential Games,
Large deviations for some fast stochastic volatility models by viscosity methods