Singular perturbations in stochastic optimal control with unbounded data
DOI10.1051/cocv/2023020zbMath1526.49014arXiv2208.00655OpenAlexW4361008785MaRDI QIDQ6138481
Martino Bardi, Hicham Kouhkouh
Publication date: 5 September 2023
Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2208.00655
stochastic optimal controlhomogenizationsingular perturbationsinvariant measuresHamilton-Jacobi-Bellman equationsviscosity solutionstwo-scale systems
Neural networks for/in biological studies, artificial life and related topics (92B20) Time-scale analysis and singular perturbations in control/observation systems (93C70) Optimal stochastic control (93E20) Methods involving semicontinuity and convergence; relaxation (49J45) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Existence of optimal solutions to problems involving randomness (49J55) Viscosity solutions to PDEs (35D40) Hamilton-Jacobi equations (35F21)
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