42 citations · 92 across the 19 of their papers we have counts for
Showing 2015Show all
3 papers · 1 filter
math.AP2015★ 42 cited
Stochastic homogenization of nonconvex Hamilton-Jacobi equations: a counterexample
Bruno Ziliotto
We provide an example of a Hamilton-Jacobi equation in which stochastic homogenization does not occur. The Hamiltonian involved in this example satisfies the standard assumptions o…
math.OC2015
Pathwise uniform value in gambling houses and Partially Observable Markov Decision Processes
Xavier Venel, Bruno Ziliotto
In several standard models of dynamic programming (gambling houses, MDPs, POMDPs), we prove the existence of a very robust notion of value for the infinitely repeated problem, name…
math.OC2015★ 6 cited
A Tauberian theorem for nonexpansive operators and applications to zero-sum stochastic games
Bruno Ziliotto
We prove a Tauberian theorem for nonexpansive operators, and apply it to the model of zero-sum stochastic game. Under mild assumptions, we prove that the value of the lambda-discou…