Homogenization of a class of one-dimensional nonconvex viscous Hamilton-Jacobi equations with random potential
DOI10.1080/03605302.2019.1657448zbMath1437.35046arXiv1710.03087OpenAlexW2973847522MaRDI QIDQ5205885
Atilla Yilmaz, Elena Kosygina, Ofer Zeitouni
Publication date: 17 December 2019
Published in: Communications in Partial Differential Equations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1710.03087
large deviationscorrectorsbang-bangtilted free energyrisk-sensitive stochastic optimal controlasymptotically optimal policyBrownian motion in a random potential
Optimal stochastic control (93E20) Processes in random environments (60K37) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) Hamilton-Jacobi equations (35F21)
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