Viscosity solution of linear regulator quadratic for degenerate diffusions
The paper studied a linear regulator quadratic control problem for degenerate Hamilton-Jacobi-Bellman (HJB) equation.We showed the existence of viscosity properties and established a unique viscosity solution of the degenerate HJB equation associated with this problem by the technique of viscosity s...
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| Format: | Article |
| Language: | English |
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North Atlantic Science Publishing Company
2006
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| Online Access: | https://repo.uum.edu.my/id/eprint/10634/1/04.pdf |