Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness
type: Item
instance of: scholarly article
title: Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness
zbMATH Open document ID: 0716.49023
DOI: 10.1080/03605308308820301
author: P.-L. Lions
published in: Communications in Partial Differential Equations
publication date: 1983-01-01T00:00:00Z
Mathematics Subject Classification ID: 49K45
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 49L20
Mathematics Subject Classification ID: 49L25
Mathematics Subject Classification ID: 35R60
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 4180190
zbMATH Keywords: Itô system
zbMATH Keywords: diffusion
zbMATH Keywords: Hamilton-Jacobi-Bellman
zbMATH Keywords: second-order elliptic operator
zbMATH Keywords: viscosity solution
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1080/03605308308820301
OpenAlex ID: W1983345526
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description: scientific article