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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North Atlantic Science Publishing Company
2006
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| Online Access: | 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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my.uum.repo.106342014-04-21T02:30:55Z http://repo.uum.edu.my/10634/ Viscosity solution of linear regulator quadratic for degenerate diffusions Baten, Md Azizul QA Mathematics 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 solutions. North Atlantic Science Publishing Company 2006 Article PeerReviewed application/pdf en cc_by http://repo.uum.edu.my/10634/1/04.pdf Baten, Md Azizul (2006) Viscosity solution of linear regulator quadratic for degenerate diffusions. Journal of Applied Mathematics and Stochastic Analysis, 2006. pp. 1-17. ISSN 1048-9533 http://dx.doi.org/10.1155/jamsa/2006/48369 doi:10.1155/jamsa/2006/48369 |
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Malaysia |
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English |
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QA Mathematics Baten, Md Azizul Viscosity solution of linear regulator quadratic for degenerate diffusions |
| description |
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 solutions. |
| format |
Article |
| author |
Baten, Md Azizul |
| author_facet |
Baten, Md Azizul |
| author_sort |
Baten, Md Azizul |
| title |
Viscosity solution of linear regulator quadratic for degenerate diffusions |
| title_short |
Viscosity solution of linear regulator quadratic for degenerate diffusions |
| title_full |
Viscosity solution of linear regulator quadratic for degenerate diffusions |
| title_fullStr |
Viscosity solution of linear regulator quadratic for degenerate diffusions |
| title_full_unstemmed |
Viscosity solution of linear regulator quadratic for degenerate diffusions |
| title_sort |
viscosity solution of linear regulator quadratic for degenerate diffusions |
| publisher |
North Atlantic Science Publishing Company |
| publishDate |
2006 |
| url |
http://repo.uum.edu.my/10634/1/04.pdf http://repo.uum.edu.my/10634/ http://dx.doi.org/10.1155/jamsa/2006/48369 |
| _version_ |
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