Uniqueness for Viscosity Solutions of Nonstationary Hamilton–Jacobi–Bellman Equations under Some a Priori Conditions (with Applications) (Q4858777)
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scientific article; zbMATH DE number 827416
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uniqueness for Viscosity Solutions of Nonstationary Hamilton–Jacobi–Bellman Equations under Some a Priori Conditions (with Applications) |
scientific article; zbMATH DE number 827416 |
Statements
Uniqueness for Viscosity Solutions of Nonstationary Hamilton–Jacobi–Bellman Equations under Some a Priori Conditions (with Applications) (English)
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1 February 1996
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viscosity solutions
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nonstationary Hamilton-Jacobi-Bellman equations
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robust control
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risk-sensitive stochastic control
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