Uniqueness to elliptic and parabolic Hamilton-Jacobi-Bellman equations with non-smooth boundary

DOI10.1016/j.crma.2004.08.009zbMath1054.35003OpenAlexW2067168160MaRDI QIDQ704241

Sébastien Chaumont

Publication date: 13 January 2005

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2004.08.009

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Nonlinear higher-order PDEs (35G20) Parabolic equations and parabolic systems (35K99)

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