The parabolic bellman equation

DOI10.1016/0362-546X(81)90051-1MaRDI QIDQ3920060zbMATH OpenWikidataFDO

Authors Lawrence C. Evans, Suzanne Lenhart

Publication date 1981

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

zbMATH Keywords

dynamic programminga priori estimatesoptimal stochastic controlparabolic equationsBellman equationaccretive operators

Mathematics Subject Classification ID

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

• scientific article; zbMATH DE number 3810606 (Why is no real title available?)
• scientific article; zbMATH DE number 3720117 (Why is no real title available?)
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• scientific article; zbMATH DE number 3277871 (Why is no real title available?)
• Integral inequalities of Poincaré and Wirtinger type
• Optimal Stochastic Switching and the Dirichlet Problem for the Bellman Equation
• Singular integrals and multiplier operators

Cited in

(8)

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

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