Uniqueness for Viscosity Solutions of Nonstationary Hamilton–Jacobi–Bellman Equations under Some a Priori Conditions (with Applications)

DOI10.1137/S0363012994262695zbMath0833.49017OpenAlexW2059705075MaRDI QIDQ4858777

William M. McEneaney

Publication date: 1 February 1996

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

Full work available at URL: https://doi.org/10.1137/s0363012994262695

zbMATH Keywords

robust controlviscosity solutionsrisk-sensitive stochastic controlnonstationary Hamilton-Jacobi-Bellman equations

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Optimal stochastic control (93E20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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