A strong comparison result for the bellman equation arising in stochastic exit time control problems and its applications
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Publication:4228066
DOI10.1080/03605309808821409zbMath0919.35009OpenAlexW2044831824MaRDI QIDQ4228066
Publication date: 29 August 1999
Published in: Communications in Partial Differential Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03605309808821409
Oscillation, zeros of solutions, mean value theorems, etc. in context of PDEs (35B05) A priori estimates in context of PDEs (35B45) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)
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Cites Work
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- Perron's method for Hamilton-Jacobi equations
- Neumann type boundary conditions for Hamilton-Jacobi equations
- Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness
- Optimal Control with State-Space Constraint I
- A New Formulation of State Constraint Problems for First-Order PDEs
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