Viscosity solution of linear regulator quadratic for degenerate diffusions

The paper studied a linear regulator quadratic control problem for degenerate Hamilton-Jacobi-Bellman (HJB) equation.We showed the existence of viscosity properties and established a unique viscosity solution of the degenerate HJB equation associated with this problem by the technique of viscosity s...

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書目詳細資料
主要作者: Baten, Md Azizul
格式: Article
語言:English
出版: North Atlantic Science Publishing Company 2006
主題:
在線閱讀:http://repo.uum.edu.my/10634/1/04.pdf
http://repo.uum.edu.my/10634/
http://dx.doi.org/10.1155/jamsa/2006/48369
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