Weak solutions of the Hamilton-Jacobi-Bellman equation

DOI10.1016/S0167-6911(81)80031-XzbMath0466.49021MaRDI QIDQ1155245

S. A. Belbas

Publication date: 1981

Published in: Systems \& Control Letters (Search for Journal in Brave)

zbMATH Keywords

Hamilton-Jacobi-Bellman equationvariational inequalitiesiterative schemepartially ordered Hilbert spaces

Mathematics Subject Classification ID

Variational inequalities (49J40) Optimal stochastic control (93E20) Hamilton-Jacobi theories (49L99)

Related Items

A constructive approach to the Bellman semigroup, A model of hysteresis with two inputs, The dynamic programming equations for stochastic games with discrete actions

Cites Work

• A variational inequality approach to the Bellman-Dirichlet equation for two elliptic operators
• Operatori ellittice estremanti
• Optimal Stochastic Switching and the Dirichlet Problem for the Bellman Equation
• The Optimal Strategy in the Control Problem Associated with the Hamilton–Jacobi–Bellman Equation
• SOME NEW RESULTS IN THE THEORY OF CONTROLLED DIFFUSION PROCESSES
• Variational inequalities
• ON UNIQUENESS OF THE SOLUTION OF BELLMAN'S EQUATION
• Control of a Solution of a Stochastic Integral Equation
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