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...
Saved in:
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
North Atlantic Science Publishing Company
2006
|
| Subjects: | |
| 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 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Universiti Utara Malaysia |
| Language: | English |