Averaging for non-periodic fully nonlinear equations
Date
2003-09-17
Authors
Marchi, Claudio
Journal Title
Journal ISSN
Volume Title
Publisher
Southwest Texas State University, Department of Mathematics
Abstract
This paper studies the averaging problem for some fully nonlinear equations of degenerate parabolic type with a Hamiltonian not necessarily periodic in the fast variable. Our aim is to point out a sufficient condition on the Hamiltonian to pass to the limit in the starting equation. Also, we investigate when this condition is not completely fulfilled and discuss some examples concerning deterministic and stochastic optimal control problems.
Description
Keywords
Averaging methods, Viscosity solutions, Differential games
Citation
Marchi, C. (2003). Averaging for non-periodic fully nonlinear equations. <i>Electronic Journal of Differential Equations, 2003</i>(95), pp. 1-12.
Rights
Attribution 4.0 International