Viscosity solution of linear regulator quadratic for degenerate diffusions

zbMath1115.49022MaRDI QIDQ871352

Md. Azizul Baten

Publication date: 19 March 2007

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

zbMATH Keywords

degenerate Hamilton-Jacobi-Bellman equationunique viscosity solution

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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