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Viscosity solutions of two classes of coupled Hamilton-Jacobi-Bellman equations

<p/> <p>This paper studies viscosity solutions of two sets of linearly coupled Hamilton-Jacobi-Bellman (HJB) equations (one for finite horizon and the other one for infinite horizon) which arise in the optimal control of nonlinear piecewise deterministic systems where the controls could be unbounded...

Бүрэн тодорхойлолт

-д хадгалсан:
Номзүйн дэлгэрэнгүй
Үндсэн зохиолчид: Ba&#351;ar Tamer, Xiao Mingqing
Формат: Artigo
Хэл сонгох:Inglês
Хэвлэсэн: SpringerOpen 2001-01-01
Цуврал:Journal of Inequalities and Applications
Нөхцлүүд:
Онлайн хандалт:http://www.journalofinequalitiesandapplications.com/content/6/501329
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