Uniqueness to elliptic and parabolic Hamilton-Jacobi-Bellman equations with non-smooth boundary

DOI10.1016/J.CRMA.2004.08.009MaRDI QIDQ704241zbMATH OpenOpenAlexFDO

Authors Sébastien Chaumont

Publication date 13 January 2005

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.crma.2004.08.009

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Nonlinear higher-order PDEs (35G20) Parabolic equations and parabolic systems (35K99)

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Cites work

• scientific article; zbMATH DE number 4205918 (Why is no real title available?)
• scientific article; zbMATH DE number 3720745 (Why is no real title available?)
• scientific article; zbMATH DE number 695024 (Why is no real title available?)
• A strong comparison result for the bellman equation arising in stochastic exit time control problems and its applications
• Backward stochastic differential equations and integral-partial differential equations
• Nonlinear Neumann boundary conditions for quasilinear degenerate elliptic equations and applications
• Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness
• The Dirichlet Problem for Semilinear Second-Order Degenerate Elliptic Equations and Applications to Stochastic Exit Time Control Problems
• User’s guide to viscosity solutions of second order partial differential equations
• Viscosity solutions of Hamilton-Jacobi equations

Cited in

(7)

• Regularity and stability of feedback relaxed controls
• scientific article; zbMATH DE number 97770 (Why is no real title available?)
• Regular finite fuel stochastic control problems with exit time
• Some regularity and convergence results for parabolic Hamilton-Jacobi-Bellman equations in bounded domains
• On Neumann problems for nonlocal Hamilton-Jacobi equations with dominating gradient terms
• Verification by stochastic Perron's method in stochastic exit time control problems
• Convergence results for Hamilton-Jacobi-Bellman equations in variable domains

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