The parabolic bellman equation
DOI10.1016/0362-546X(81)90051-1zbMATH Open0467.35059WikidataQ60231310 ScholiaQ60231310MaRDI QIDQ3920060FDOQ3920060
Authors: Lawrence C. Evans, Suzanne Lenhart 
Publication date: 1981
Published in: Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)
dynamic programminga priori estimatesoptimal stochastic controlparabolic equationsBellman equationaccretive operators
A priori estimates in context of PDEs (35B45) Nonlinear parabolic equations (35K55) Monotone operators and generalizations (47H05) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)
Cites Work
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- Singular integrals and multiplier operators
- Optimal Stochastic Switching and the Dirichlet Problem for the Bellman Equation
- Integral inequalities of Poincaré and Wirtinger type
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Cited In (8)
- A system of parabolic variational inequalities associated with a stochastic switching game
- High-order estimates for fully nonlinear equations under weak concavity assumptions
- 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
- A Counterexample toC2,1Regularity for Parabolic Fully Nonlinear Equations
- Semilinear approximation technique for max-min type Hamilton-Jacobi equations over finite max-min index set
- A constructive approach to the Bellman semigroup
- A successive approximation algorithm for stochastic control problems
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