Un problème de contrôle géométrique et les équations de Hamilton-Jacobi-Bellman

DOI10.5802/afst.545zbMath0461.49016OpenAlexW2322553456MaRDI QIDQ3911013

Pierre-Louis Lions

Publication date: 1980

Published in: Annales de la faculté des sciences de Toulouse Mathématiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AFST_1980_5_2_1_67_0

zbMATH Keywords

Hamilton-Jacobi-Bellman equationsstochastic integralsellliptic operators

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Variational methods for second-order elliptic equations (35J20)

Related Items (1)

Parabolic equations with nonlinear singularities

Cites Work

• On the Hamilton-Jacobi-Bellman equations
• A variational inequality approach to the Bellman-Dirichlet equation for two elliptic operators
• Principio di massimo per soluzioni di equazioni ellittiche del secondo ordine di tipo Cordes
• Limitazioni per soluzioni di equazioni ellittiche
• Problèmes elliptiques du 2ème ordre non sous forme divergence
• Optimal Stochastic Switching and the Dirichlet Problem for the Bellman Equation
• Sum probleils related to the relliian-dzrzchlet equation for two opepators
• ON EQUATIONS OF MINIMAX TYPE IN THE THEORY OF ELLIPTIC AND PARABOLIC EQUATIONS IN THE PLANE
• Control of a Solution of a Stochastic Integral Equation
• ON CONTROL OF THE SOLUTION OF A STOCHASTIC INTEGRAL EQUATION WITH DEGENERATION
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