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Ergodicity, stabilization, and rsingular perturbations for Bellman-Isaacs equations / / Olivier Alvarez, Martino Bardi
Ergodicity, stabilization, and rsingular perturbations for Bellman-Isaacs equations / / Olivier Alvarez, Martino Bardi
Autore Alvarez Olivier <1969->
Pubbl/distr/stampa Providence, Rhode Island : , : American Mathematical Society, , 2010
Descrizione fisica 1 online resource (77 p.)
Disciplina 515/.353
Collana Memoirs of the American Mathematical Society
Soggetto topico Singular perturbations (Mathematics)
Differential equations, Partial
Differential games
Soggetto genere / forma Electronic books.
ISBN 1-4704-0574-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""Abstract""; ""Chapter 1. Introduction and statement of the problem""; ""1.1. Introduction""; ""1.2. Stochastic differential games and the singular perturbation problem""; ""1.3. The Bellman-Isaacs equations""; ""Chapter 2. Abstract ergodicity, stabilization, and convergence""; ""2.1. Ergodicity and the effective Hamiltonian""; ""2.2. Stabilization and the effective terminal cost""; ""2.3. The general convergence result""; ""Chapter 3. Uncontrolled fast variables and averaging""; ""3.1. Ergodicity""; ""3.2. Stabilization""; ""3.3. Uniform convergence""
""3.4. An explicit formula for the limit control problem""""Chapter 4. Uniformly nondegenerate fast diffusion""; ""4.1. Ergodicity""; ""4.2. Stabilization""; ""4.3. Uniform convergence""; ""Chapter 5. Hypoelliptic diffusion of the fast variables""; ""5.1. Ergodicity and stabilization""; ""5.2. Uniform convergence""; ""Chapter 6. Controllable fast variables""; ""6.1. Bounded-time controllability and ergodicity""; ""6.2. Stabilization and a formula for the effective initial data""; ""6.3. An explicit formula for the effective Hamiltonian and the limit differential game""
""6.4. Uniform convergence""""6.5. The reduction order formula for the effective control problem""; ""Chapter 7. Nonresonant fast variables""; ""7.1. Ergodicity""; ""7.2. Stabilization""; ""7.3. Uniform convergence""; ""Chapter 8. A counterexample to uniform convergence""; ""Chapter 9. Applications to homogenization""; ""9.1. Periodic homogenization of 1st order H-J equations""; ""9.2. Periodic homogenization of 2nd order equations""; ""Bibliography""
Record Nr. UNINA-9910480230603321
Alvarez Olivier <1969->  
Providence, Rhode Island : , : American Mathematical Society, , 2010
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Ergodicity, stabilization, and rsingular perturbations for Bellman-Isaacs equations / / Olivier Alvarez, Martino Bardi
Ergodicity, stabilization, and rsingular perturbations for Bellman-Isaacs equations / / Olivier Alvarez, Martino Bardi
Autore Alvarez Olivier <1969->
Pubbl/distr/stampa Providence, Rhode Island : , : American Mathematical Society, , 2010
Descrizione fisica 1 online resource (77 p.)
Disciplina 515/.353
Collana Memoirs of the American Mathematical Society
Soggetto topico Singular perturbations (Mathematics)
Differential equations, Partial
Differential games
ISBN 1-4704-0574-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""Abstract""; ""Chapter 1. Introduction and statement of the problem""; ""1.1. Introduction""; ""1.2. Stochastic differential games and the singular perturbation problem""; ""1.3. The Bellman-Isaacs equations""; ""Chapter 2. Abstract ergodicity, stabilization, and convergence""; ""2.1. Ergodicity and the effective Hamiltonian""; ""2.2. Stabilization and the effective terminal cost""; ""2.3. The general convergence result""; ""Chapter 3. Uncontrolled fast variables and averaging""; ""3.1. Ergodicity""; ""3.2. Stabilization""; ""3.3. Uniform convergence""
""3.4. An explicit formula for the limit control problem""""Chapter 4. Uniformly nondegenerate fast diffusion""; ""4.1. Ergodicity""; ""4.2. Stabilization""; ""4.3. Uniform convergence""; ""Chapter 5. Hypoelliptic diffusion of the fast variables""; ""5.1. Ergodicity and stabilization""; ""5.2. Uniform convergence""; ""Chapter 6. Controllable fast variables""; ""6.1. Bounded-time controllability and ergodicity""; ""6.2. Stabilization and a formula for the effective initial data""; ""6.3. An explicit formula for the effective Hamiltonian and the limit differential game""
""6.4. Uniform convergence""""6.5. The reduction order formula for the effective control problem""; ""Chapter 7. Nonresonant fast variables""; ""7.1. Ergodicity""; ""7.2. Stabilization""; ""7.3. Uniform convergence""; ""Chapter 8. A counterexample to uniform convergence""; ""Chapter 9. Applications to homogenization""; ""9.1. Periodic homogenization of 1st order H-J equations""; ""9.2. Periodic homogenization of 2nd order equations""; ""Bibliography""
Record Nr. UNINA-9910788857903321
Alvarez Olivier <1969->  
Providence, Rhode Island : , : American Mathematical Society, , 2010
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Ergodicity, stabilization, and rsingular perturbations for Bellman-Isaacs equations / / Olivier Alvarez, Martino Bardi
Ergodicity, stabilization, and rsingular perturbations for Bellman-Isaacs equations / / Olivier Alvarez, Martino Bardi
Autore Alvarez Olivier <1969->
Pubbl/distr/stampa Providence, Rhode Island : , : American Mathematical Society, , 2010
Descrizione fisica 1 online resource (77 p.)
Disciplina 515/.353
Collana Memoirs of the American Mathematical Society
Soggetto topico Singular perturbations (Mathematics)
Differential equations, Partial
Differential games
ISBN 1-4704-0574-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""Abstract""; ""Chapter 1. Introduction and statement of the problem""; ""1.1. Introduction""; ""1.2. Stochastic differential games and the singular perturbation problem""; ""1.3. The Bellman-Isaacs equations""; ""Chapter 2. Abstract ergodicity, stabilization, and convergence""; ""2.1. Ergodicity and the effective Hamiltonian""; ""2.2. Stabilization and the effective terminal cost""; ""2.3. The general convergence result""; ""Chapter 3. Uncontrolled fast variables and averaging""; ""3.1. Ergodicity""; ""3.2. Stabilization""; ""3.3. Uniform convergence""
""3.4. An explicit formula for the limit control problem""""Chapter 4. Uniformly nondegenerate fast diffusion""; ""4.1. Ergodicity""; ""4.2. Stabilization""; ""4.3. Uniform convergence""; ""Chapter 5. Hypoelliptic diffusion of the fast variables""; ""5.1. Ergodicity and stabilization""; ""5.2. Uniform convergence""; ""Chapter 6. Controllable fast variables""; ""6.1. Bounded-time controllability and ergodicity""; ""6.2. Stabilization and a formula for the effective initial data""; ""6.3. An explicit formula for the effective Hamiltonian and the limit differential game""
""6.4. Uniform convergence""""6.5. The reduction order formula for the effective control problem""; ""Chapter 7. Nonresonant fast variables""; ""7.1. Ergodicity""; ""7.2. Stabilization""; ""7.3. Uniform convergence""; ""Chapter 8. A counterexample to uniform convergence""; ""Chapter 9. Applications to homogenization""; ""9.1. Periodic homogenization of 1st order H-J equations""; ""9.2. Periodic homogenization of 2nd order equations""; ""Bibliography""
Record Nr. UNINA-9910829068403321
Alvarez Olivier <1969->  
Providence, Rhode Island : , : American Mathematical Society, , 2010
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Viscosity solutions and applications : lectures given at the 2nd session of the Centro internazionale matematico estivo (C.I.M.E.) held in Montecatini Terme, Italy, June 12-20, 1995 / / edited by M. Bardi [and three others]
Viscosity solutions and applications : lectures given at the 2nd session of the Centro internazionale matematico estivo (C.I.M.E.) held in Montecatini Terme, Italy, June 12-20, 1995 / / edited by M. Bardi [and three others]
Edizione [1st ed. 1997.]
Pubbl/distr/stampa Berlin, Germany ; ; New York, New York : , : Springer, , [1997]
Descrizione fisica 1 online resource (X, 266 p.)
Disciplina 519.7/03
Collana C.I.M.E. Foundation Subseries
Soggetto topico Viscosity solutions
ISBN 3-540-69043-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Viscosity solutions: A primer -- Some applications of viscosity solutions to optimal control and differential games -- Regularity for fully nonlinear elliptic equations and motion by mean curvature -- Controlled markov processes, viscosity solutions and applications to mathematical finance -- Front propagation: Theory and applications.
Record Nr. UNINA-9910146287803321
Berlin, Germany ; ; New York, New York : , : Springer, , [1997]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Viscosity solutions and applications : lectures given at the 2nd session of the Centro internazionale matematico estivo (C.I.M.E.) held in Montecatini Terme, Italy, June 12-20, 1995 / / edited by M. Bardi [and three others]
Viscosity solutions and applications : lectures given at the 2nd session of the Centro internazionale matematico estivo (C.I.M.E.) held in Montecatini Terme, Italy, June 12-20, 1995 / / edited by M. Bardi [and three others]
Edizione [1st ed. 1997.]
Pubbl/distr/stampa Berlin, Germany ; ; New York, New York : , : Springer, , [1997]
Descrizione fisica 1 online resource (X, 266 p.)
Disciplina 519.7/03
Collana C.I.M.E. Foundation Subseries
Soggetto topico Viscosity solutions
ISBN 3-540-69043-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Viscosity solutions: A primer -- Some applications of viscosity solutions to optimal control and differential games -- Regularity for fully nonlinear elliptic equations and motion by mean curvature -- Controlled markov processes, viscosity solutions and applications to mathematical finance -- Front propagation: Theory and applications.
Record Nr. UNISA-996466577403316
Berlin, Germany ; ; New York, New York : , : Springer, , [1997]
Materiale a stampa
Lo trovi qui: Univ. di Salerno
Opac: Controlla la disponibilità qui