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zbMath1054.93529MaRDI QIDQ3159174

Hitoshi Ishii, Paola Loreti

Publication date: 15 February 2005

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic optimal control Hamilton-Jacobi-Bellman equations degenerate elliptic equations viscosity solutions state constraint

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Second-order nonlinear hyperbolic equations (35L70) Hamilton-Jacobi equations in mechanics (70H20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Related Items (1)

Deterministic and stochastic differential inclusions with multiple surfaces of discontinuity

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