Nonlinear potentials for Hamilton-Jacobi-Bellman equations

DOI10.1007/BF00992753zbMath0773.49014MaRDI QIDQ1802850

G. V. Nosovskij

Publication date: 29 June 1993

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

zbMATH Keywords

viscosity solutionsdegenerate differential Bellman equationsHamilton-Jacobi-Bellman type equations

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Diffusion processes and stochastic analysis on manifolds (58J65) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Related Items (1)

Nonlinear potentials of the Cauchy-Dirichlet problem for the integrodifferential Bellman equation

Cites Work

• A uniqueness result for the semigroup associated with the Hamilton- Jacobi-Bellman operator
• Control of diffusion processes in \(\mathbb R^N\)
• Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness
• Optimal control of random evolutions
• Optimal Control of Stochastic Integrals and Hamilton–Jacobi–Bellman Equations. I
• Optimal Control of Stochastic Integrals and Hamilton–Jacobi–Bellman Equations. II
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