Explicit Solutions for a Class of Nonlinear PDEs that Arise in Allocation Problems

DOI10.1137/060659739MaRDI QIDQ3525974zbMATH OpenOpenAlexFDO

Authors Paul Dupuis, Jim (Xiao) Zhang

Publication date 23 September 2008

Published in SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/060659739

zbMATH Keywords

large deviationsHamilton-Jacobi-Bellman equationoccupancy problems

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Large deviations (60F10) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Control problems involving ordinary differential equations (34H05) Solutions to PDEs in closed form (35C05)

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