The parabolic bellman equation

DOI10.1016/0362-546X(81)90051-1zbMath0467.35059WikidataQ60231310 ScholiaQ60231310MaRDI QIDQ3920060

Suzanne M. Lenhart, Lawrence C. Evans

Publication date: 1981

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

zbMATH Keywords

dynamic programmingBellman equationa priori estimatesparabolic equationsaccretive operatorsoptimal stochastic control

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Monotone operators and generalizations (47H05) Nonlinear parabolic equations (35K55) Optimal stochastic control (93E20) A priori estimates in context of PDEs (35B45)

Related Items

A successive approximation algorithm for stochastic control problems, A constructive approach to the Bellman semigroup, High-order estimates for fully nonlinear equations under weak concavity assumptions, A Counterexample toC^2,1Regularity for Parabolic Fully Nonlinear Equations, Semilinear approximation technique for max-min type Hamilton-Jacobi equations over finite max-min index set, A system of parabolic variational inequalities associated with a stochastic switching game, Stability and convergence of second order backward differentiation schemes for parabolic Hamilton-Jacobi-Bellman equations, Large-time geometrical properties of solutions of the Barenblatt equation of elasto-plastic filtration

Cites Work

• Integral inequalities of Poincaré and Wirtinger type
• Singular integrals and multiplier operators
• Optimal Stochastic Switching and the Dirichlet Problem for the Bellman Equation
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