Asymptotic models for Hamilton-Jacobi-Bellman equations
Abstract
We present an unified approach of periodic homogenization and singular limit in a nonperiodic setting for a family of Hamilton-Jacobi-Bellman equations associated to control problems. The aim is to provide a qualitative analysis by means of tools coming from weak KAM theory and to give a detailed description of the limit problem using invariant measures of a flow related to the controlled dynamics.
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