Viscosity solutions of two classes of coupled Hamilton-Jacobi-Bellman equations
From MaRDI portal
Publication:5956443
DOI10.1155/S1025583401000327zbMath1005.49026OpenAlexW2085847324MaRDI QIDQ5956443
Publication date: 27 February 2003
Published in: Journal of Inequalities and Applications (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/122378
optimal controlviscosity solutionscoupled Hamilton-Jacobi-Bellman equationsHJB equationspiecewise deterministic systems
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (2)
A stochastic control model for optimal timing of climate policies ⋮ On the iterative refinement of matrix upper bounds for the solution of continuous coupled algebraic Riccati equations
This page was built for publication: Viscosity solutions of two classes of coupled Hamilton-Jacobi-Bellman equations