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

DOI10.1137/070685440zbMATH Open1282.93271OpenAlexW2019877882MaRDI QIDQ3566965FDOQ3566965

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

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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)

Cited In (3)

• On the geometry of the Hamilton-Jacobi-Bellman equation
• Title not available (Why is that?)
• Hamilton-Jacobi-Bellman Equations Associated to Symmetric Stable Processes

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