Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness
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Publication:3203612
DOI10.1080/03605308308820301zbMath0716.49023OpenAlexW1983345526MaRDI QIDQ3203612
Publication date: 1983
Published in: Communications in Partial Differential Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03605308308820301
Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Diffusion processes (60J60) PDEs with randomness, stochastic partial differential equations (35R60) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Optimality conditions for problems involving randomness (49K45)
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Cites Work
- On solving certain nonlinear partial differential equations by accretive operator methods
- Résolution analytique des problèmes de Bellman-Dirichlet
- Contrôle dans les inéquations variationelles elliptiques
- On a non-linear semi-group attached to stochastic optimal control
- ON PASSING TO THE LIMIT IN DEGENERATE BELLMAN EQUATIONS. II
- ON PASSING TO THE LIMIT IN DEGENERATE BELLMAN EQUATIONS. I
- On degenerate elliptic-parabolic operators of second order and their associated diffusions
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