Nonlinear potentials for Hamilton-Jacobi-Bellman equations (Q1802850)
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scientific article; zbMATH DE number 219667
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| English | Nonlinear potentials for Hamilton-Jacobi-Bellman equations |
scientific article; zbMATH DE number 219667 |
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Nonlinear potentials for Hamilton-Jacobi-Bellman equations (English)
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29 June 1993
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An approach is proposed, which makes it possible to construct viscosity solutions and to analyze their regularity properties for general Hamilton-Jacobi-Bellman type equations using only information on the corresponding linear equations and their solutions. This approach is a generalization of \textit{N. V. Krylov's} approach [``Nonlinear elliptic and parabolic equations of the second order'' (1987; Zbl 0619.35004)] to investigate degenerate differential Bellman equations with coefficients depending only on the control variable.
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viscosity solutions
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Hamilton-Jacobi-Bellman type equations
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degenerate differential Bellman equations
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0.9316064119338988
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0.9316061735153198
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0.8284541368484497
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0.8209418058395386
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