Optimal Control with State-Space Constraint. II
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Publication:3756057
DOI10.1137/0324067zbMATH Open0619.49013OpenAlexW4251849361WikidataQ57636110 ScholiaQ57636110MaRDI QIDQ3756057FDOQ3756057
Authors: H. Mete Soner 
Publication date: 1986
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0324067
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non-local operatorHamilton-Jacobi-Bellman (HJB) equationpiecewise deterministic processessolutions of viscosity type
Diffusion processes (60J60) Nonlinear boundary value problems for linear elliptic equations (35J65) Nonlinear initial, boundary and initial-boundary value problems for linear parabolic equations (35K60) Optimality conditions for problems involving randomness (49K45) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)
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