Uniqueness results for second-order Bellman-isaacs equations under quadratic growth assumptions and applications

SIAM Journal on Control and Optimization

Volumn 45, Issue 1, 2006, Pages 74-106

  Da Lio, Francesca ^a   Olivier, Ley ^b  

^a UNIVERSITY OF PADOVA   (Italy)

^b UFR des Sciences et Techniques   (France)

Author keywords

Degenerate parabolic equations; Linear quadratic problems; Maximum principle; Nonlinear Hamilton Jacobi equations; Nonlinear Isaacs equations; Unbounded solutions; Viscosity solutions

Indexed keywords

DYNAMIC PROGRAMMING; PROBLEM SOLVING; QUADRATIC PROGRAMMING; STOCHASTIC CONTROL SYSTEMS; VISCOSITY;

DEGENERATE PARABOLIC EQUATIONS; LINEAR QUADRATIC PROBLEMS; MAXIMUM PRINCIPLES; NONLINEAR HAMILTON JACOBI EQUATIONS; NONLINEAR ISAACS EQUATIONS;

NONLINEAR EQUATIONS;

EID: 33847052505     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012904440897     Document Type: Article

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