Electronic Journal of Differential Equations,
Vol. 2003(2003), No. 95, pp. 1-12.

Title: Averaging for non-periodic fully nonlinear equations

Author: Claudio Marchi (Univ. di Padova, Italy)

Abstract: 
 This paper studies the averaging problem for some fully
 nonlinear equations of degenerate parabolic type
 with a Hamiltonian not necessarily periodic in the fast
 variable. Our aim is to point out a sufficient condition
 on the Hamiltonian to pass to the limit in the starting
 equation. Also, we investigate when this condition is not
 completely fulfilled and discuss some examples concerning
 deterministic and stochastic optimal control problems.
 
Submitted July 22, 2003. Published September 17, 2003.
Math Subject Classifications: 34C29, 49L25, 49N70, 35B15.
Key Words: Averaging methods; viscosity solutions; differential games.