On the Bellman equation for some unbounded control problems

DOI10.1007/S000300050027zbMath0894.49017OpenAlexW2065959526MaRDI QIDQ1376807

Martino Bardi, Francesca Da Lio

Publication date: 17 February 1998

Published in: NoDEA. Nonlinear Differential Equations and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s000300050027

zbMATH Keywords

Bellman equationunbounded controllinear quadratic problem

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Linear-quadratic optimal control problems (49N10) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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