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arXiv 1806.07563math.APmath.OC
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确定性控制问题的随机均匀化

Stochastic homogenization of deterministic control problems

Alexander Van-Brunt

摘要:

本文研究了平稳遍历随机环境中一类控制问题的均匀化问题。这个问题主要是在与Hamilton-Jacobi方程的均匀化有关的变分法中研究的。我们推广的结果相当一般的状态动力学和宏观非齐次拉格朗日控制问题。此外,我们的方法证明均匀化较弱的增长假设下的拉格朗日,即使在研究的变分设置。

英文摘要:

In this paper we study homogenization of a class of control problems in a stationary and ergodic random environment. This problem has been mostly studied in the calculus of variations setting in connection to the homogenization of the Hamilton-Jacobi equations. We extend the result to the control problems with fairly general state dynamics and macroscopically inhomogeneous Lagrangians. Moreover, our approach proves homogenization under weaker growth assumptions on the Lagrangian even in the well-studied calculus of variations setting.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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