Second order Hamilton-Jacobi-Bellman equations with an unbounded operator

DOI10.1016/j.na.2012.03.028zbMath1243.49035OpenAlexW2028700458MaRDI QIDQ435044

Adrian Zalinescu

Publication date: 16 July 2012

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.na.2012.03.028

zbMATH Keywords

Hamilton-Jacobi-Bellman equationsoptimal stochastic controldynamic programming principlemultivalued stochastic differential equations

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)

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Cites Work

• Weak solutions and optimal control for multivalued stochastic differential equations
• Viscosity solutions of Hamilton-Jacobi equations with unbounded nonlinear terms
• Multivalued Skorohod problem
• Second order Hamilton-Jacobi-Bellman inequalities
• User’s guide to viscosity solutions of second order partial differential equations
• Approximation and simulation of stochastic variational inequalities - splitting up method
• Deterministic and Stochastic Differential Equations in Hilbert Spaces Involving Multivalued Maximal Monotone Operators
• A class of Hamilton-Jacobi equations with unbounded coefficients in Hilbert spaces
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