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速递书局
| 封面: |
 |
| 题名: |
Ergodicity, Stabilization, and Singular Perturbations for Bellman-Isaacs Equations |
| 作者: |
Olivier Alvarez, Martino Bardi |
| 出版社: |
Amer Mathematical Society |
| 出版日期: |
2010-03-30 |
| ISBN: |
9780821847152 |
| 附属页: |
齐全 |
| 书签: |
有 |
| 格式: |
清晰PDF |
| 内容简介: |
We study singular perturbations of optimal stochastic control problems and differential games arising in the dimension reduction of system with multiple time scales. We analyze the uniform convergence of the value functions via the associated Hamilton-Jacobi-Bellman-Isaacs equations, in the framework of viscosity solutions. The crucial properties of ergodicity and stabilization to a constant that the Hamiltonian must possess are formulated as differential games with ergodic cost criteria. They are studied under various different assumptions and with PDE as well as control-theoretic methods. We construct also an explicit example where the convergence is not uniform. Finally we give some applications to the periodic homogenization of Hamilton-Jacobi equations with non-coercive Hamiltonian and of some degenerate parabolic PDEs. |
| 求助帖链接: |
http://www.expaper.cn/forum.php?mod=viewthread&tid=80928 |
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发表于 2015-2-5 23:53:24
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