A dynamic programming approach to nonlinear boundary control problems of parabolic type

DOI10.1006/jfan.1993.1122zbMath0823.49017OpenAlexW2053821525WikidataQ57636021 ScholiaQ57636021MaRDI QIDQ1316365

Fausto Gozzi, Piermarco Cannarsa, Halil Mete Soner

Publication date: 30 October 1995

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/4d9c5a2f0ca2ac7714a9693c3c94000f87cd1604

zbMATH Keywords

boundary controlHamilton-Jacobi equationparabolic equationoptimal control problemvalue functiondynamic programming equationLipschitz continuous

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Existence theories for optimal control problems involving partial differential equations (49J20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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