On the Bellman equations with varying control
1996 ◽
Vol 53
(1)
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pp. 51-62
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Keyword(s):
The value function is presented by minimisation of a cost functional over admissible controls. The associated first order Bellman equations with varying control are treated. It turns out that the value function is a viscosity solution of the Bellman equation and the comparison principle holds, which is an essential tool in obtaining the uniqueness of the viscosity solutions.
2021 ◽
Vol 28
(2)
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2019 ◽
Vol 25
◽
pp. 15
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Keyword(s):
2000 ◽
Vol 41
(3)
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pp. 372-385
Degenerate First-Order Quasi-variational Inequalities: An Approach to Approximate the Value Function
2017 ◽
Vol 55
(4)
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pp. 2714-2733
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2016 ◽
Vol 22
(2)
◽
pp. 519-538
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Keyword(s):
1989 ◽
Vol 31
(1)
◽
pp. 97-107
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