Nonlinear potentials for Hamilton-Jacobi-Bellman equations
From MaRDI portal
Publication:1802850
DOI10.1007/BF00992753zbMATH Open0773.49014MaRDI QIDQ1802850FDOQ1802850
Publication date: 29 June 1993
Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)
Recommendations
- Nonlinear potentials for Hamilton-Jacobi-Bellman equations. II
- Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application
- Hamilton-Jacobi-Bellman equations with fast gradient-dependence
- Some Properties of Constrained Viscosity Solutions of Hamilton–Jacobi–Bellman Equations
- scientific article; zbMATH DE number 1303272
Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Diffusion processes and stochastic analysis on manifolds (58J65) Optimal stochastic control (93E20)
Cites Work
- Optimal Control of Stochastic Integrals and Hamilton–Jacobi–Bellman Equations. I
- Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness
- Title not available (Why is that?)
- Title not available (Why is that?)
- Control of diffusion processes in \(\mathbb R^N\)
- Title not available (Why is that?)
- Title not available (Why is that?)
- A uniqueness result for the semigroup associated with the Hamilton- Jacobi-Bellman operator
- Title not available (Why is that?)
- Optimal Control of Stochastic Integrals and Hamilton–Jacobi–Bellman Equations. II
- Optimal control of random evolutions
- Title not available (Why is that?)
Cited In (4)
This page was built for publication: Nonlinear potentials for Hamilton-Jacobi-Bellman equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1802850)