An asymptotic formula for solutions of Hamilton- Jacobi-Bellman equations

DOI10.1016/0362-546X(87)90056-3zbMath0623.49016MaRDI QIDQ3761197

Shigeaki Koike

Publication date: 1987

Published in: Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)

zbMATH Keywords

Hamilton-Jacobi-Bellman equationasymptotic behaviorviscosity solution

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Asymptotic behavior of solutions to PDEs (35B40) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)

Cites Work

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• A PDE approach to some asymptotic problems concerning random differential equations with small noise intensities
• Résolution analytique des problèmes de Bellman-Dirichlet
• A Simple, Direct Proof of Uniqueness for Solutions of the Hamilton-Jacobi Equations of Eikonal Type
• Optimal Stochastic Switching and the Dirichlet Problem for the Bellman Equation
• ON SMALL RANDOM PERTURBATIONS OF DYNAMICAL SYSTEMS
• Diffusion processes in a small time interval

Related Items (5)

Remarks on elliptic singular perturbation problems ⋮ User’s guide to viscosity solutions of second order partial differential equations ⋮ On the rate of convergence of solutions in singular perturbation problems ⋮ Nonlinear diffusion with a bounded stationary level surface ⋮ A PDE approach to certain large deviation problems for systems of parabolic equations

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