An asymptotic formula for solutions of Hamilton- Jacobi-Bellman equations

DOI10.1016/0362-546X(87)90056-3zbMath0623.49016MaRDI QIDQ3761197

Shigeaki Koike

Publication date: 1987

Published in: Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)

zbMATH Keywords

Hamilton-Jacobi-Bellman equationasymptotic behaviorviscosity solution

Mathematics Subject Classification ID

Related Items (5)

Remarks on elliptic singular perturbation problems ⋮ User’s guide to viscosity solutions of second order partial differential equations ⋮ On the rate of convergence of solutions in singular perturbation problems ⋮ Nonlinear diffusion with a bounded stationary level surface ⋮ A PDE approach to certain large deviation problems for systems of parabolic equations

Cites Work

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• A PDE approach to some asymptotic problems concerning random differential equations with small noise intensities
• Résolution analytique des problèmes de Bellman-Dirichlet
• A Simple, Direct Proof of Uniqueness for Solutions of the Hamilton-Jacobi Equations of Eikonal Type
• Optimal Stochastic Switching and the Dirichlet Problem for the Bellman Equation
• ON SMALL RANDOM PERTURBATIONS OF DYNAMICAL SYSTEMS
• Diffusion processes in a small time interval

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