On the Bellman equation for infinite horizon problems with unbounded cost functional
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Publication:1964693
DOI10.1007/s002459911010zbMath0952.49023OpenAlexW2119937635MaRDI QIDQ1964693
Publication date: 7 January 2001
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s002459911010
Dynamic programming in optimal control and differential games (49L20) Linear-quadratic optimal control problems (49N10) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
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