Semismooth Potentials of Stochastic Systems With Degenerate Diffusions

DOI10.1109/TAC.2018.2800528zbMath1423.93412OpenAlexW2790539397MaRDI QIDQ4562302

Xi-Ren Cao

Publication date: 19 December 2018

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2018.2800528

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Diffusion processes (60J60) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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