Regular solutions of first-order Hamilton-Jacobi equations for boundary control problems and applications to economics (Q2386415): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
(2 intermediate revisions by 2 users not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/s00245-004-0809-z / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2047990906 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 22:59, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Regular solutions of first-order Hamilton-Jacobi equations for boundary control problems and applications to economics |
scientific article |
Statements
Regular solutions of first-order Hamilton-Jacobi equations for boundary control problems and applications to economics (English)
0 references
23 August 2005
0 references
The author presents an existence and uniqueness result for the (strong) solution of a Hamilton-Jacobi-Bellman equation related to a linear convex boundary control problem in a Hilbert space. The (technically involved) proof is obtained via approximation of the equation by suitable families of auxiliary equations, the so-called mild equations and gradient equations. For these families of equations existence and uniqueness of classical solutions are established.
0 references
boundary control of PDEs, Hamilton-Jacobi-Bellman equation
0 references
approximation
0 references