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

DOI10.1137/060659739zbMATH Open1167.35323OpenAlexW2033381781MaRDI QIDQ3525974FDOQ3525974

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

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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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