Existence of linear-quadratic regulator for degenerate diffusions (Q3417482)
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scientific article; zbMATH DE number 5119395
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| English | Existence of linear-quadratic regulator for degenerate diffusions |
scientific article; zbMATH DE number 5119395 |
Statements
29 January 2007
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stochastic differential equation
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Hamilton-Jacobi-Bellman equation
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uniqueness
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smoothness of viscosity solutions
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applications to control theory
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linear regulatory quadratic control problem
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0.9582936763763428
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0.8985574841499329
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0.8882353901863098
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0.8654739856719971
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0.8456780314445496
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