Viscosity solutions of two classes of coupled Hamilton-Jacobi-Bellman equations (Q5956443)

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scientific article; zbMATH DE number 1709306
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Viscosity solutions of two classes of coupled Hamilton-Jacobi-Bellman equations
scientific article; zbMATH DE number 1709306

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    Viscosity solutions of two classes of coupled Hamilton-Jacobi-Bellman equations (English)
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    27 February 2003
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    coupled Hamilton-Jacobi-Bellman equations
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    optimal control
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    piecewise deterministic systems
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    viscosity solutions
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    HJB equations
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