Linear oblique derivative problems for the uniformly elliptic Hamilton- Jacobi-Bellman equation

DOI10.1007/BF01163605zbMath0593.35046OpenAlexW1990974244MaRDI QIDQ1076240

Pierre-Louis Lions, Neil S. Trudinger

Publication date: 1986

Published in: Mathematische Zeitschrift (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/173652

zbMATH Keywords

optimal controlBellman equationstochastic controlreflecting boundary conditionsNeumann problemregularity result

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Smoothness and regularity of solutions to PDEs (35B65) Nonlinear elliptic equations (35J60)

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