Weak Dynamic Programming Principle for Viscosity Solutions
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Publication:3093631
DOI10.1137/090752328zbMath1228.49028MaRDI QIDQ3093631
Publication date: 18 October 2011
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/090752328
49L20: Dynamic programming in optimal control and differential games
35K55: Nonlinear parabolic equations
60J60: Diffusion processes
49L25: Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games
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