On a Hamilton–Jacobi–Bellman Equation Related to a Stochastic Periodic Model

DOI10.1137/070685440zbMath1282.93271OpenAlexW2019877882MaRDI QIDQ3566965

Cheonghee Ahn, Hi Jun Choe, Kijung Lee

Publication date: 10 June 2010

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/070685440

zbMATH Keywords

Hamilton-Jacobi-Bellman equationviscosity solutioncontrolled processstochastic periodic model

Mathematics Subject Classification ID

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

This page was built for publication: On a Hamilton–Jacobi–Bellman Equation Related to a Stochastic Periodic Model