scientific article; zbMATH DE number 4180191
From MaRDI portal
Publication:3203613
PDEs with randomness, stochastic partial differential equations (35R60) Optimality conditions for problems involving randomness (49K45) Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Regularity of solutions in optimal control (49N60) Diffusion processes (60J60) Optimal stochastic control (93E20)
Recommendations
- Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness
- Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application
- Control of diffusion processes in \(\mathbb R^N\)
- On the Hamilton-Jacobi-Bellman equations
- scientific article; zbMATH DE number 3877055
Cited in
(32)- A uniqueness result for the semigroup associated with the Hamilton- Jacobi-Bellman operator
- Linear oblique derivative problems for the uniformly elliptic Hamilton- Jacobi-Bellman equation
- Optimal switching for partial differential equations. I
- Optimal switching for partial differential equations. II
- On the rate of convergence of solutions in singular perturbation problems
- Joint time-state generalized semiconcavity of the value function of a jump diffusion optimal control problem
- Nonlinear eigenvalues and bifurcation problems for Pucci's operators
- Generalized limit theorem and bifurcation for problems with Pucci's operator
- Existence and multiplicity for Hamilton-Jacobi-Bellman equation
- Global bifurcation from intervals for problems with Pucci's operator
- Stochastic representations for solutions to parabolic Dirichlet problems for nonlocal Bellman equations
- Regularity for obstacle problems in infinite dimensional Hilbert spaces
- Gradient blowup behavior for a viscous Hamilton-Jacobi equation with degenerate gradient nonlinearity
- Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness
- A probabilistic approach to interior regularity of fully nonlinear degenerate elliptic equations in smooth domains
- Continuous and impulsive control of diffusion processes in N
- On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman Equations
- HJB Equations in Infinite Dimension and Optimal Control of Stochastic Evolution Equations Via Generalized Fukushima Decomposition
- The eigenvalue problem for Hessian operators
- scientific article; zbMATH DE number 7360704 (Why is no real title available?)
- Non-existence of dead cores in fully nonlinear elliptic models
- Small diffusion and short-time asymptotics for Pucci operators
- On the time discretization of stochastic optimal control problems: the dynamic programming approach
- Constrained optimality for controlled switching diffusions with an application to stock purchasing
- Interior Regularity of Fully Nonlinear Degenerate Elliptic Equations I: Bellman Equations with Constant Coefficients
- Isolated singularities for fully nonlinear elliptic equations
- Optimal arbitrage under model uncertainty
- On a natural quadratic gradient term for the Pucci extremal operators
- Mean field games with common noise and degenerate idiosyncratic noise
- Stochastic optimal control in Hilbert spaces: \(C^{1,1}\) regularity of the value function and optimal synthesis via viscosity solutions
- Golden parachutes under the threat of accidents
- The maximum principle for viscosity solutions of fully nonlinear second order partial differential equations
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3203613)
