Verification theorems within the framework of viscosity solutions
From MaRDI portal
Recommendations
- Stochastic Verification Theorems within the Framework of Viscosity Solutions
- A Corrected Proof of the Stochastic Verification Theorem within the Framework of Viscosity Solutions
- scientific article; zbMATH DE number 493157
- Viscosity solutions, almost everywhere solutions and explicit formulas
- On nonuniqueness of viscosity solutions
- Viscosity solutions for elliptics-parabolic problems
- scientific article; zbMATH DE number 1284336
- Viscosity solutions of elliptic partial differential equations
- scientific article; zbMATH DE number 1839707
Cited in
(13)- A viscosity solution approach to regularity properties of the optimal value function
- A Corrected Proof of the Stochastic Verification Theorem within the Framework of Viscosity Solutions
- Hamilton–Jacobi theory for a generalized optimal stopping time problem
- A feedback design for numerical solution to optimal control problems based on Hamilton-Jacobi-Bellman equation
- Liquidation of a large block of stock with regime switching
- Dynamic programming viscosity solution approach and its applications to optimal control problems
- Numerical solution to the optimal feedback control of continuous casting process
- Multiprocess optimal control problem on Hilbert space and related Hamilton-Jacobi equation
- On a class of Nash equilibria with memory strategies for nonzero-sum differential games
- Solving Hamilton-Jacobi-Bellman equations by a modified method of characteristics
- Value functions and transversality conditions for infinite-horizon optimal control problems
- Stochastic verification theorem of forward-backward controlled systems for viscosity solutions
- Characterization of optimality for controlled diffusion processes
This page was built for publication: Verification theorems within the framework of viscosity solutions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1260908)