Some regularity and convergence results for parabolic Hamilton-Jacobi-Bellman equations in bounded domains
We study parabolic Hamilton-Jacobi-Bellman (HJB) equations in bounded domains with strong Dirichlet boundary conditions. We work under the assumption of the existence of a sufficiently regular barrier function for the problem to obtain well-posedness and regularity of a related switching system and...
| Main Authors: | , , |
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| Format: | Journal article |
| Language: | English |
| Published: |
Elsevier
2019
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