Existence of solutions to the Hamilton-Jacobi-Bellman equation under quadratic growth conditions

Journal of Differential Equations

Volumn 176, Issue 1, 2001, Pages 1-28

  Ito, Kazufumi ^a  

^a NORTH CAROLINA STATE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0035841058     PISSN: 00220396     EISSN: None     Source Type: Journal    
DOI: 10.1006/jdeq.2000.3980     Document Type: Article

References (14)

1. Some results on risk-sensitive control with full observation
2. Monotonicity methods in Hilbert spaces and some applications to nonlinear partial differential equations
3. Some properties of viscosity solutions of Hamilton Jacobi equations
4. Generation of semi-groups of nonlinear transformations on general Banach spaces
5. Uniqueness of viscosity solutions of Hamilton Jacobi equations revisited
6. Viscosity solutions of Hamilton Jacobi equations
7. Risk-sensitive control on an infinite time horizon
8. Uniqueness of unbounded viscosity solution of Hamilton Jacobi equations
9. Error estimates for viscosity solutions of Hamilton Jacobi equation under quadratic growth condition
10. Uniqueness for viscosity solutions of nonstationary Hamilton Jacobi Bellman equation under some a priori conditions (with application)
11. Infinite time horizon risk sensitive systems with quadratic growth