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Homogenization of bellman equations

  • Control Theory
  • Conference paper
  • First Online:
Stochastic Differential Systems Filtering and Control

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 69))

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References

  1. A. Bensoussan "Homogenization Theory, Atti del 3° seminario di Analisi funzionale ed applicazioni" Latezza, Bari, 1979.

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  2. A. Bensoussan-L. Boccardo-F. Murat To be published.

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  3. A. Bensoussan-J.L. Lions-G. Papanicolaou "Asymptotic Methods in Periodic Structures" North Holland, 1978.

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  4. L. Boccardo-F. Murat: Homogénisation de problèmes quasi-linéaires, Atti del Convegno "Studio di problemi limite della analisi funzionale" Bressonone 7.9. Sett. 1981, Pitagora Editrice, Bologna (1982) pp. 13–51.

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  5. J.L. Doob Stochastic Processes Wiley, 1953

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  6. O.A. Ladyzhenskaya-N.N. Ural'tseva "Equations aux dérivées partielles de type elliptique" Dunod, Paris 1968, Traduit du russe.

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  7. N.G. Meyers "An LP estimate for the gradient of solutions of second order elliptic divergence equations" Ann. Scu. Normale Sup. Pisa (17) (1963), pp. 189–206.

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Author information

Authors and Affiliations

  1. University Paris Dauphine and INRIA, France

    A. Bensoussan

  2. University of Rome II, Italy

    L. Boccardo

  3. CNRS, Laboratory d'Analyse Numérique, University Pierre and Marie Curie, France

    F. Murat

Authors
  1. A. Bensoussan
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  2. L. Boccardo
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  3. F. Murat
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Editor information

M. Metivier E. Pardoux

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© 1985 Springer-Verlag

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Bensoussan, A., Boccardo, L., Murat, F. (1985). Homogenization of bellman equations. In: Metivier, M., Pardoux, E. (eds) Stochastic Differential Systems Filtering and Control. Lecture Notes in Control and Information Sciences, vol 69. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0005080

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  • DOI: https://doi.org/10.1007/BFb0005080

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-15176-0

  • Online ISBN: 978-3-540-39253-8

  • eBook Packages: Springer Book Archive

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