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...

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Номзүйн дэлгэрэнгүй
Үндсэн зохиолчид: Picarelli, A, Reisinger, C, Rotaetxe Arto, J
Формат: Journal article
Хэл сонгох:English
Хэвлэсэн: Elsevier 2019