Uniqueness for Viscosity Solutions of Nonstationary Hamilton–Jacobi–Bellman Equations under Some a Priori Conditions (with Applications) (Q4858777): Difference between revisions

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Latest revision as of 10:29, 30 July 2024

scientific article; zbMATH DE number 827416
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English
Uniqueness for Viscosity Solutions of Nonstationary Hamilton–Jacobi–Bellman Equations under Some a Priori Conditions (with Applications)
scientific article; zbMATH DE number 827416

    Statements

    Uniqueness for Viscosity Solutions of Nonstationary Hamilton–Jacobi–Bellman Equations under Some a Priori Conditions (with Applications) (English)
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    1 February 1996
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    viscosity solutions
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    nonstationary Hamilton-Jacobi-Bellman equations
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    robust control
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    risk-sensitive stochastic control
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