Stochastic homogenization of deterministic control problems
Keyword(s):
In this paper we study homogenization of a class of control problems in a stationary and ergodic random environment. This problem has been mostly studied in the calculus of variations setting in connection to the homogenization of the Hamilton-Jacobi equation. We extend the result to control problems with more general state dynamics and macroscopically inhomogeneous Lagrangians. Moreover, our approach proves homogenization under weaker growth assumptions on the Lagrangian, even in the well-studied calculus of variations setting.
2020 ◽
Vol 51
(14)
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pp. 2625-2634
2017 ◽
Vol 55
(2)
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pp. 1199-1225
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2004 ◽
Vol 11
(1)
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pp. 95-122
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2015 ◽
Vol 54
(2)
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pp. 1507-1524
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2020 ◽
Vol 23
(3)
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pp. 306-311
2018 ◽
Vol 148
(3)
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pp. 559-574
Keyword(s):