Name
Abstract | ||
|---|---|---|
We study a Hamilton-Jacobi-Bellman equation which we can derive in connection with a stochastic process describing a perturbed periodic model under control. We show that the cost function is the unique viscosity solution of the equation. |
Year | DOI | Venue |
|---|---|---|
2009 | 10.1137/070685440 | SIAM J. Control and Optimization |
Keywords | Field | DocType |
unique viscosity solution,stochastic process,stochastic periodic model,cost function,hamilton-jacobi-bellman equation,hamilton-jacobi-bellman equation related,periodic model,hamilton jacobi bellman equation,viscosity solution | Fokker–Planck equation,Hamilton–Jacobi–Bellman equation,Mathematical optimization,Mathematical analysis,Stochastic process,Stochastic differential equation,Viscosity solution,Periodic graph (geometry),Mathematics | Journal |
Volume | Issue | ISSN |
48 | 3 | 0363-0129 |
Citations | PageRank | References |
0 | 0.34 | 0 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Cheonghee Ahn | 1 | 0 | 0.34 |
| Hi Jun Choe | 2 | 5 | 3.52 |
| Ki-Jung Lee | 3 | 1 | 2.05 |