Controlled diffusions in a random medium

DOI10.1080/17442508808833511zbMath0666.93131OpenAlexW2022601182MaRDI QIDQ3818976

Gilmer L. Blankenship, Alain Bensoussan

Publication date: 1988

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1903/4624

zbMATH Keywords

random mediumhomogenizationconvergence resultcontrolled diffusionnonlinear Bellman equation

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Diffusion processes (60J60)

Related Items (7)

Optimal control with random parameters: a multiscale approach ⋮ Homogenization of biomechanical models of plant tissues with randomly distributed cells ⋮ Homogenization of fully nonlinear, uniformly elliptic and parabolic partial differential equations in stationary ergodic media ⋮ Stochastic Homogenization for Some Nonlinear Integro-Differential Equations ⋮ Homogenization of “Viscous” Hamilton–Jacobi Equations in Stationary Ergodic Media ⋮ Stochastic homogenization of the Keller-Segel chemotaxis system ⋮ Homogenization of degenerate second-order PDE in periodic and almost periodic environments and applications

Cites Work

• Homogenization of elliptic equations with principal part not in divergence form and hamiltonian with quadratic growth
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