Viscosity solution of linear regulator quadratic for degenerate diffusions (Q871352)
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scientific article; zbMATH DE number 5134596
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Viscosity solution of linear regulator quadratic for degenerate diffusions |
scientific article; zbMATH DE number 5134596 |
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Viscosity solution of linear regulator quadratic for degenerate diffusions (English)
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19 March 2007
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Summary: The paper studied a linear regulator quadratic control problem for degenerate Hamilton-Jacobi-Bellman (HJB) equation. We showed the existence of viscosity properties and established a unique viscosity solution of the degenerate HJB equation associated with this problem by the technique of viscosity solutions.
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degenerate Hamilton-Jacobi-Bellman equation
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unique viscosity solution
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