Using homogenization theory we treat the problem of controlled diffusions in a random medium with rapidly varying composition. This involves homogenization of a nonlinear Bellman dynamic programming equation with rapidly varying random coefficients. The appropriate "averaged form" of this equation is derived to define the limiting control problem; and a precise convergence result is given
We consider an energy conserving linear dynamics that we perturb by a Glauber dynamics with random s...
International audienceThe paper studies homogenization problem for a non-autonomous parabolic equati...
In this paper we study the homogenization of a nonautonomous parabolic equation with a large random ...
A general diffusion process in a random medium associated with a random Dirichlet form with nonsmoot...
A general diffusion process in a random medium associated with a random Dirichlet form with nonsmoot...
A general diffusion process in a random medium associated with a random Dirichlet form with nonsmoot...
A general diffusion process in a random medium associated with a random Dirichlet form with nonsmoot...
<p>Problems in stochastic homogenization theory typically deal with approximating differential opera...
Problems in stochastic homogenization theory typically deal with approximating differential operator...
ABSTRACT. We consider nonlinear parabolic equations of Hamilton–Jacobi– Bellman type. The Lagrangian...
This note makes the link between theoretical results on stochastic homogenization and effective comp...
This note makes the link between theoretical results on stochastic homogenization and effective comp...
This note makes the link between theoretical results on stochastic homogenization and effective comp...
This paper deals with homogenization of diffusion processes in a locally stationary random environme...
AbstractWe study the homogenization problem for a random parabolic operator with coefficients rapidl...
We consider an energy conserving linear dynamics that we perturb by a Glauber dynamics with random s...
International audienceThe paper studies homogenization problem for a non-autonomous parabolic equati...
In this paper we study the homogenization of a nonautonomous parabolic equation with a large random ...
A general diffusion process in a random medium associated with a random Dirichlet form with nonsmoot...
A general diffusion process in a random medium associated with a random Dirichlet form with nonsmoot...
A general diffusion process in a random medium associated with a random Dirichlet form with nonsmoot...
A general diffusion process in a random medium associated with a random Dirichlet form with nonsmoot...
<p>Problems in stochastic homogenization theory typically deal with approximating differential opera...
Problems in stochastic homogenization theory typically deal with approximating differential operator...
ABSTRACT. We consider nonlinear parabolic equations of Hamilton–Jacobi– Bellman type. The Lagrangian...
This note makes the link between theoretical results on stochastic homogenization and effective comp...
This note makes the link between theoretical results on stochastic homogenization and effective comp...
This note makes the link between theoretical results on stochastic homogenization and effective comp...
This paper deals with homogenization of diffusion processes in a locally stationary random environme...
AbstractWe study the homogenization problem for a random parabolic operator with coefficients rapidl...
We consider an energy conserving linear dynamics that we perturb by a Glauber dynamics with random s...
International audienceThe paper studies homogenization problem for a non-autonomous parabolic equati...
In this paper we study the homogenization of a nonautonomous parabolic equation with a large random ...
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