scientific article; zbMATH DE number 4011308

MaRDI QIDQ3761189zbMATH OpenFDO

Authors Ben{ôı}t Perthame

Publication date 1987

zbMATH Keywords

Dirichlet boundary conditionsergodic problemHamilton-Jacobi-Bellman operatorimpulsive controlerNeumann type boundary conditionsquasi-variational inequalitiesregularity

Mathematics Subject Classification ID

Variational inequalities (49J40) Optimality conditions for problems involving randomness (49K45) Dynamic programming in optimal control and differential games (49L20) Diffusion processes (60J60) Optimal stochastic control (93E20)

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