Weak Dynamic Programming Principle for Viscosity Solutions
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Publication:3093631
DOI10.1137/090752328zbMath1228.49028OpenAlexW2007849171MaRDI QIDQ3093631
Publication date: 18 October 2011
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/090752328
Dynamic programming in optimal control and differential games (49L20) Nonlinear parabolic equations (35K55) Diffusion processes (60J60) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
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