The Optimal Strategy in the Control Problem Associated with the Hamilton–Jacobi–Bellman Equation

DOI10.1137/0318014zbMath0431.93059OpenAlexW2003617379MaRDI QIDQ3869191

Avner Friedman, Pierre-Louis Lions

Publication date: 1980

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

Full work available at URL: https://doi.org/10.1137/0318014

zbMATH Keywords

Hamilton-Jacobi-Bellman equationdiffusion processoptimal strategy in the control problem

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Diffusion processes (60J60) Optimality conditions for problems involving randomness (49K45)

Related Items (2)

Degeneracy domain of a nonlinearity in the Hamilton-Jacobi-Bellmann equation with constant coefficients ⋮ Weak solutions of the Hamilton-Jacobi-Bellman equation

This page was built for publication: The Optimal Strategy in the Control Problem Associated with the Hamilton–Jacobi–Bellman Equation