The Optimal Strategy in the Control Problem Associated with the Hamilton–Jacobi–Bellman Equation

DOI10.1137/0318014zbMATH Open0431.93059OpenAlexW2003617379MaRDI QIDQ3869191FDOQ3869191

Authors: A. Friedman, P.-L. Lions 

Publication date: 1980

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0318014

zbMATH Keywords

diffusion processHamilton-Jacobi-Bellman equationoptimal strategy in the control problem

Mathematics Subject Classification ID

Diffusion processes (60J60) Optimality conditions for problems involving randomness (49K45) Optimal stochastic control (93E20)

Cited In (2)

• Degeneracy domain of a nonlinearity in the Hamilton-Jacobi-Bellmann equation with constant coefficients
• Weak solutions of the Hamilton-Jacobi-Bellman equation

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