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 |
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Format: | Article |
Language: | English |
Published: |
North Atlantic Science Publishing Company
2006
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Subjects: | |
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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