scientific article; zbMATH DE number 3922508

zbMATH Open0576.93067MaRDI QIDQ3697012FDOQ3697012

Authors: Wendell Fleming, Panagiotis E. Souganidis 

Publication date: 1985

Title of this publication is not available (Why is that?)

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zbMATH Keywords

viscosity solutionoptimal exit probabilities

Mathematics Subject Classification ID

Diffusion processes (60J60) Dynamic programming (90C39) Differential games (aspects of game theory) (91A23) Nonlinear first-order PDEs (35F20) Existence of optimal solutions to problems involving randomness (49J55) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)

Cited In (7)

• Risk-sensitive control for a class of diffusions with jumps
• Comparison principle for Dirichlet-type Hamilton-Jacobi equations and singular perturbations of degenerated elliptic equations
• A PDE approach to some asymptotic problems concerning random differential equations with small noise intensities
• A variational characterization of the optimal exit rate for controlled diffusions
• A PDE approach to certain large deviation problems for systems of parabolic equations
• Title not available (Why is that?)
• An Exit Probability Approach to Solving High Dimensional Dirichlet Problems

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