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most citedLarge deviations for Markov processes with switching and homogenisation via Hamilton-Jacobi-Bellman equations

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math.AP2023

Well-posedness of a Hamilton-Jacobi-Bellman equation in the strong coupling regime

Serena Della Corte, Richard C. Kraaij

We prove comparison principle for viscosity solutions of a Hamilton-Jacobi-Bellman equation in a strong coupling regime considering a stationary and a time-dependent version of the…