On a Hamilton-Jacobi-Bellman equation related to a stochastic periodic model

DOI10.1137/070685440MaRDI QIDQ3566965zbMATH OpenOpenAlexFDO

Authors Cheonghee Ahn, Hi Jun Choe, Kijung Lee

Publication date 10 June 2010

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/070685440

zbMATH Keywords

Hamilton-Jacobi-Bellman equationviscosity solutioncontrolled processstochastic periodic model

Mathematics Subject Classification ID

Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Optimal stochastic control (93E20)

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