Optimal Stochastic Switching and the Dirichlet Problem for the Bellman Equation

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DOI10.2307/1998203zbMath0425.35046OpenAlexW4231168268MaRDI QIDQ3860229

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Publication date: 1979

Full work available at URL: https://doi.org/10.2307/1998203

zbMATH Keywords

Bellman equation nonlinear elliptic equations second order elliptic operators optimal stochastic switching

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Variational inequalities (49J40) Monotone operators and generalizations (47H05) Boundary value problems for second-order elliptic equations (35J25) Equations involving nonlinear operators (general) (47J05) Nonlinear elliptic equations (35J60) Optimal stochastic control (93E20) Existence theories for optimal control problems involving partial differential equations (49J20)

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