Wellposedness of viscosity solutions to weakly coupled HJB equations under Hölder \textit{continuous conditions}

DOI10.1007/s00245-022-09946-0OpenAlexW4320491413MaRDI QIDQ2688956

Jianrui Li, Jing Hai Shao

Publication date: 6 March 2023

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00245-022-09946-0

zbMATH Keywords

comparison theoremHJB equationsHölder continuousweakly coupled

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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