Résolution analytique des problèmes de Bellman-Dirichlet

DOI10.1007/BF02392461zbMath0467.49016OpenAlexW1976822482MaRDI QIDQ1155850

Pierre-Louis Lions

Publication date: 1981

Published in: Acta Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02392461

zbMATH Keywords

Dirichlet problemstochastic controlHamilton-Jacobi-Bellman equationselliptic second order operators

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Hamilton-Jacobi equations in mechanics (70H20) Optimality conditions for problems involving randomness (49K45)

Related Items (21)

Linear oblique derivative problems for the uniformly elliptic Hamilton- Jacobi-Bellman equation ⋮ On the Hamilton-Jacobi-Bellman equations ⋮ A Remark on Bony Maximum Principle ⋮ The Hamilton-Jacobi-Bellman equation with a gradient constraint ⋮ Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application ⋮ Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness ⋮ Unnamed Item ⋮ An asymptotic formula for solutions of Hamilton- Jacobi-Bellman equations ⋮ Fully nonlinear second order elliptic equations with large zeroth order coefficient ⋮ On solving certain nonlinear partial differential equations by accretive operator methods ⋮ Fully Nonlinear, Uniformly Elliptic Equations Under Natural Structure Conditions ⋮ Principal eigenvalues and the Dirichlet problem for fully nonlinear elliptic operators ⋮ A remark on a system of inequalities with bilateral obstacles ⋮ A system of parabolic variational inequalities associated with a stochastic switching game ⋮ Nonlinear Oblique Boundary Value Problems for Nonlinear Elliptic Equations ⋮ Existence results for bellman equations and maximum principles in unbounded domains ⋮ OptimalL^∞-Error Estimate of a Finite Element Method for Hamilton–Jacobi–Bellman Equations ⋮ \(L^\infty\)-error estimates of a finite element method for Hamilton-Jacobi-Bellman equations with nonlinear source terms with mixed boundary condition ⋮ Sur les équations de Monge-Ampère. I ⋮ Sur les équations de Monge-Ampère. (About the Monge-Ampère equations) ⋮ Nonlinear nonuniformly elliptic second-order equations

Cites Work

• A variational inequality approach to the Bellman-Dirichlet equation for two elliptic operators
• Optimal Stochastic Switching and the Dirichlet Problem for the Bellman Equation
• Optimal control of random evolutions
• Optimal Control of Stochastic Integrals and Hamilton–Jacobi–Bellman Equations. I
• An Example of a One-Dimensional Controlled Process
• GENERALIZED SOLUTIONS OF THE HAMILTON-JACOBI EQUATIONS OF EIKONAL TYPE. I. FORMULATION OF THE PROBLEMS; EXISTENCE, UNIQUENESS AND STABILITY THEOREMS; SOME PROPERTIES OF THE SOLUTIONS
• ON EQUATIONS OF MINIMAX TYPE IN THE THEORY OF ELLIPTIC AND PARABOLIC EQUATIONS IN THE PLANE
• ON UNIQUENESS OF THE SOLUTION OF BELLMAN'S EQUATION
• Control of a Solution of a Stochastic Integral Equation
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Résolution analytique des problèmes de Bellman-Dirichlet