Nonlinear potentials for Hamilton-Jacobi-Bellman equations
Copyright policy )Nonlinear potentials for Hamilton-Jacobi-Bellman equations
An approach is proposed, which makes it possible to construct viscosity solutions and to analyze their regularity properties for general Hamilton-Jacobi-Bellman type equations using only information on the corresponding linear equations and their solutions. This approach is a generalization of \textit{N. V. Krylov's} approach [``Nonlinear elliptic and parabolic equations of the second order'' (1987; Zbl 0619.35004)] to investigate degenerate differential Bellman equations with coefficients depending only on the control variable.
- Lomonosov Moscow State University Russian Federation
regularity, viscosity solutions, Diffusion processes and stochastic analysis on manifolds, variable coefficients, Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games, Hamilton-Jacobi-Bellman type equations, method of nonlinear potentials, Potentials and capacities on other spaces, Degenerate elliptic equations, Hamilton-Jacobi equations in mechanics, optimal control, Hamilton-Jacobi theories, Optimal stochastic control, Krylov's approach, degenerate differential Bellman equations
regularity, viscosity solutions, Diffusion processes and stochastic analysis on manifolds, variable coefficients, Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games, Hamilton-Jacobi-Bellman type equations, method of nonlinear potentials, Potentials and capacities on other spaces, Degenerate elliptic equations, Hamilton-Jacobi equations in mechanics, optimal control, Hamilton-Jacobi theories, Optimal stochastic control, Krylov's approach, degenerate differential Bellman equations
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