A corrected proof of the stochastic verification theorem within the framework of viscosity solutions

SIAM Journal on Control and Optimization

Volumn 43, Issue 6, 2005, Pages 2009-2019

  Gozzi, Fausto ^a   Świech, Andrzej ^b   Zhou, Xun Yu ^c  

^a LUISS UNIVERSITY   (Italy)

^b GEORGIA INSTITUTE OF TECHNOLOGY   (United States)

^c CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

HJB equation; Lebesgue point; Stochastic optimal control; Superdifferential; Verification theorem; Viscosity solution

Indexed keywords

HJB EQUATION; LEBESGUE POINT; STOCHASTIC OPTIMAL CONTROL; SUPERDIFFERENTIAL; VERIFICATION THEOREM; VISCOSITY SOLUTION;

DIFFERENTIAL EQUATIONS; PROBLEM SOLVING; THEOREM PROVING; VISCOSITY;

STOCHASTIC CONTROL SYSTEMS;

EID: 27644500762     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012903428184     Document Type: Article

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