OPTIMAL CONTROL OF THE BLOWUP TIME OF A DIFFUSION

DOI10.1142/S0218202596000274zbMath0862.93072OpenAlexW1991378738MaRDI QIDQ4895076

R. Jensen, Emmanuel Nicholas Barron, Wenxiong Liu

Publication date: 26 May 1997

Published in: Mathematical Models and Methods in Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218202596000274

zbMATH Keywords

singular perturbationBellman equationviscosity solutioncertainty equivalentcontrolled diffusionsblowup time

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Related Items (1)

Optimal blowup time of diffusion equations with control

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