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

DOI10.1016/J.CRMA.2004.08.009zbMATH Open1054.35003OpenAlexW2067168160MaRDI QIDQ704241FDOQ704241

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

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Mathematics Subject Classification ID

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

Cites Work

• Viscosity solutions of Hamilton-Jacobi equations
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• User’s guide to viscosity solutions of second order partial differential equations
• A strong comparison result for the bellman equation arising in stochastic exit time control problems and its applications
• The Dirichlet Problem for Semilinear Second-Order Degenerate Elliptic Equations and Applications to Stochastic Exit Time Control Problems
• Nonlinear Neumann boundary conditions for quasilinear degenerate elliptic equations and applications
• Backward stochastic differential equations and integral-partial differential equations
• Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness
• Title not available (Why is that?)

Cited In (7)

• Regularity and stability of feedback relaxed controls
• Title not available (Why is that?)
• 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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