On the Bellman equation for some unbounded control problems

DOI10.1007/S000300050027MaRDI QIDQ1376807zbMATH OpenOpenAlexFDO

Authors Martino Bardi, Francesca Da Lio

Publication date 17 February 1998

Published in NoDEA. Nonlinear Differential Equations and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s000300050027

zbMATH Keywords

Bellman equationlinear quadratic problemunbounded control

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Linear-quadratic optimal control problems (49N10)

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