Viscosity solutions to first order path-dependent Hamilton-Jacobi-Bellman equations in Hilbert space

DOI10.1016/j.automatica.2022.110347OpenAlexW4229442968MaRDI QIDQ2151855

Jianjun Zhou

Publication date: 5 July 2022

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.04079

zbMATH Keywords

optimal controlviscosity solutionspath-dependent evolution equationspath-dependent Hamilton-Jacobi-Bellman equations

Mathematics Subject Classification ID

Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Viscosity solutions to PDEs (35D40) Hamilton-Jacobi equations (35F21)

Cites Work

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