On Hamilton-Jacobi-Bellman equations with convex gradient constraints
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Publication:345900
DOI10.4171/IFB/365zbMath1386.90163arXiv1412.6202OpenAlexW2963846423MaRDI QIDQ345900
Publication date: 2 December 2016
Published in: Interfaces and Free Boundaries (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1412.6202
Dynamic programming (90C39) Optimal stochastic control (93E20) Free boundary problems for PDEs (35R35) Nonlinear boundary value problems for nonlinear elliptic equations (35J66)
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