Existence of solutions to the Hamilton-Jacobi-Bellman equation under quadratic growth conditions

DOI10.1006/JDEQ.2000.3980zbMath0997.35009OpenAlexW1998674480MaRDI QIDQ5955603

Kazufumi Ito

Publication date: 20 October 2002

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jdeq.2000.3980

zbMATH Keywords

Hamilton-Jacobi-Bellman equationviscosity solutionsexplicit Lipschitz boundvanishing viscosity limitweighted sup-norm

Mathematics Subject Classification ID

Nonlinear first-order PDEs (35F20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Related Items (2)

Exponentially growing solutions of parabolic Isaacs' equations ⋮ Convex Hamilton-Jacobi equations under superlinear growth conditions on data

Cites Work

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• Uniqueness of viscosity solutions of Hamilton-Jacobi equations revisited
• Some results on risk-sensitive control with full observation
• Some Properties of Viscosity Solutions of Hamilton-Jacobi Equations
• Viscosity Solutions of Hamilton-Jacobi Equations
• Uniqueness for Viscosity Solutions of Nonstationary Hamilton–Jacobi–Bellman Equations under Some a Priori Conditions (with Applications)
• Risk-Sensitive Control on an Infinite Time Horizon
• Generation of Semi-Groups of Nonlinear Transformations on General Banach Spaces

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