Viscosity solution of linear regulator quadratic for degenerate diffusions (Q871352)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Viscosity solution of linear regulator quadratic for degenerate diffusions |
scientific article; zbMATH DE number 5134596
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Viscosity solution of linear regulator quadratic for degenerate diffusions |
scientific article; zbMATH DE number 5134596 |
Statements
Viscosity solution of linear regulator quadratic for degenerate diffusions (English)
0 references
19 March 2007
0 references
Summary: The paper studied a linear regulator quadratic control problem for degenerate Hamilton-Jacobi-Bellman (HJB) equation. We showed the existence of viscosity properties and established a unique viscosity solution of the degenerate HJB equation associated with this problem by the technique of viscosity solutions.
0 references
degenerate Hamilton-Jacobi-Bellman equation
0 references
unique viscosity solution
0 references
0.9289208650588988
0 references
0.8882353901863098
0 references
0.8632480502128601
0 references
0.8584003448486328
0 references
0.8475255966186523
0 references
