Properties of value function and existence of viscosity solution of HJB equation for stochastic boundary control problems
DOI10.1016/J.JFRANKLIN.2011.06.003zbMATH Open1231.93120OpenAlexW2034715291MaRDI QIDQ658614FDOQ658614
Authors: Huaiqiang Yu, Bin Liu 
Publication date: 13 January 2012
Published in: Journal of the Franklin Institute (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jfranklin.2011.06.003
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Cited In (8)
- Viscosity solutions to HJB equations for boundary-noise and boundary-control problems
- HJB equation for optimal control system with random impulses
- A linear quadratic control problem for the stochastic heat equation driven by Q-Wiener processes
- Free boundary value problems and HJB equations for the stochastic optimal control of elasto-plastic oscillators
- Solution to a class of stochastic optimal control problem with monotone controls
- The stochastic control model for use conversion of land
- Optimal control of backward stochastic heat equation with Neumann boundary control and noise
- Generalized Hamilton-Jacobi-Bellman equations with Dirichlet boundary condition and stochastic exit time optimal control problem
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