Existence of solutions to the Hamilton-Jacobi-Bellman equation under quadratic growth conditions

DOI10.1006/jdeq.2000.3980zbMath0997.35009MaRDI QIDQ5955603

Kazufumi Ito

Publication date: 20 October 2002

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jdeq.2000.3980

zbMATH Keywords

Hamilton-Jacobi-Bellman equation; viscosity solutions; explicit Lipschitz bound; vanishing viscosity limit; weighted sup-norm

Mathematics Subject Classification ID

35F20: Nonlinear first-order PDEs

49L25: Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games

Related Items

Convex Hamilton-Jacobi equations under superlinear growth conditions on data, Exponentially growing solutions of parabolic Isaacs' equations

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