The Existence and Uniqueness of Viscosity Solution to a Kind of Hamilton-Jacobi-Bellman Equation

The Existence and Uniqueness of Viscosity Solution to a Kind of Hamilton-Jacobi-Bellman Equation
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DOI:
10.1137/18m1231833
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发表时间:
2019-11
期刊:
SIAM J. Control. Optim.
影响因子:
--
通讯作者:
Mingshang Hu;Shaolin Ji;Xiaole Xue
Mingshang Hu;Shaolin Ji;Xiaole Xue
中科院分区:
其他
文献类型:
--
作者:
Mingshang Hu;Shaolin Ji;Xiaole Xue

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In this paper, we study the existence and uniqueness of viscosity solutions to a kind of Hamilton--Jacobi--Bellman (HJB) equation combined with algebra equations. This HJB equation is related to a ...