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Asymptotic models for Hamilton-Jacobi-Bellman equations

Abstract : We present an unified approach of periodic homogenization and singular limit in a nonperiodic setting for a family of Hamilton-Jacobi-Bellman equations associated to control problems. The aim is to provide a qualitative analysis by means of tools coming from weak KAM theory and to give a detailed description of the limit problem using invariant measures of a flow related to the controlled dynamics.
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https://hal.inria.fr/hal-01024609
Contributor : Hasnaa Zidani <>
Submitted on : Wednesday, July 16, 2014 - 1:49:20 PM
Last modification on : Monday, March 21, 2016 - 5:44:23 PM
Long-term archiving on: : Monday, November 24, 2014 - 4:21:07 PM

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Antonio Siconolfi. Asymptotic models for Hamilton-Jacobi-Bellman equations. NETCO 2014 - New Trends in Optimal Control, Jun 2014, Tours, France. ⟨hal-01024609⟩

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