Differentiability of the Feynman-Kac semigroup and a control application (Q1390735)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Differentiability of the Feynman-Kac semigroup and a control application |
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Differentiability of the Feynman-Kac semigroup and a control application (English)
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20 April 1999
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The Hamilton-Jacobi-Bellman equation corresponding to a large class of distributed control problems is reduced to a linear parabolic equation having a regular solution. A formula for the first derivative is obtained.
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Hamilton-Jacobi-Bellman equation
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linear parabolic equation
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regular solution
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