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...
| 主要な著者: | , , |
|---|---|
| フォーマット: | Journal article |
| 言語: | English |
| 出版事項: |
Elsevier
2019
|