The Hamilton-Jacobi-Bellman equation with a gradient constraint

DOI10.1016/0022-0396(88)90043-5zbMath0664.35026OpenAlexW1979324094MaRDI QIDQ1114854

Naoki Yamada

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1016/0022-0396(88)90043-5

zbMATH Keywords

Hamilton-Jacobi-Bellman equationexistenceuniquenesslimitviscosity solutionssmooth coefficientsuniformly ellipticapproximate equationsminimax equationstandard penalty functions

Mathematics Subject Classification ID

Nonlinear elliptic equations (35J60) Theoretical approximation in context of PDEs (35A35) Hamilton-Jacobi theories (49L99)

Related Items (5)

On a mixed singular/switching control problem with multiple regimes ⋮ Nonlocal equations with gradient constraints ⋮ Double obstacle problems and fully nonlinear PDE with non-strictly convex gradient constraints ⋮ On the rate of convergence of solutions in singular perturbation problems ⋮ Non-convex Hamilton-Jacobi equations with gradient constraints

Cites Work

• Résolution analytique des problèmes de Bellman-Dirichlet
• Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness
• Boundary regulatity and uniqueness for an elliptic equations with gradient constraint
• Optimal Stochastic Switching and the Dirichlet Problem for the Bellman Equation
• A second order elliptic equation with gradient constraint
• Classical solutions of fully nonlinear, convex, second-order elliptic equations
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