Second-Order Hamilton–Jacobi PDE Problems and Certain Related First-Order Problems, Part 1: Approximation

DOI10.1137/21M1450057zbMath1530.93547OpenAlexW4388414362MaRDI QIDQ6069421

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Publication date: 14 November 2023

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/21m1450057

zbMATH Keywords

dynamic programmingstochastic controlpartial differential equationsHamilton-Jacobistationary actionstaticization

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20) Hamilton-Jacobi equations in optimal control and differential games (49L12)

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