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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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Main Author: Baten, Md Azizul
Format: Article
Language:English
Published: North Atlantic Science Publishing Company 2006
Subjects:
QA Mathematics
Online Access:http://repo.uum.edu.my/10634/1/04.pdf
http://repo.uum.edu.my/10634/
http://dx.doi.org/10.1155/jamsa/2006/48369
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spelling my.uum.repo.106342014-04-21T02:30:55Z http://repo.uum.edu.my/10634/ Viscosity solution of linear regulator quadratic for degenerate diffusions Baten, Md Azizul QA Mathematics 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 solutions. North Atlantic Science Publishing Company 2006 Article PeerReviewed application/pdf en cc_by http://repo.uum.edu.my/10634/1/04.pdf Baten, Md Azizul (2006) Viscosity solution of linear regulator quadratic for degenerate diffusions. Journal of Applied Mathematics and Stochastic Analysis, 2006. pp. 1-17. ISSN 1048-9533 http://dx.doi.org/10.1155/jamsa/2006/48369 doi:10.1155/jamsa/2006/48369
institution Universiti Utara Malaysia
building UUM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Utara Malaysia
content_source UUM Institutionali Repository
url_provider http://repo.uum.edu.my/
language English
topic QA Mathematics
spellingShingle QA Mathematics
Baten, Md Azizul
Viscosity solution of linear regulator quadratic for degenerate diffusions
description 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 solutions.
format Article
author Baten, Md Azizul
author_facet Baten, Md Azizul
author_sort Baten, Md Azizul
title Viscosity solution of linear regulator quadratic for degenerate diffusions
title_short Viscosity solution of linear regulator quadratic for degenerate diffusions
title_full Viscosity solution of linear regulator quadratic for degenerate diffusions
title_fullStr Viscosity solution of linear regulator quadratic for degenerate diffusions
title_full_unstemmed Viscosity solution of linear regulator quadratic for degenerate diffusions
title_sort viscosity solution of linear regulator quadratic for degenerate diffusions
publisher North Atlantic Science Publishing Company
publishDate 2006
url http://repo.uum.edu.my/10634/1/04.pdf
http://repo.uum.edu.my/10634/
http://dx.doi.org/10.1155/jamsa/2006/48369
_version_ 1644280418425372672
score 13.160551

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