Corrigendum: The Optimal Strategy in the Control Problem Associated with the Hamilton–Jacobi–Bellman Equation
✍ Scribed by Friedman, Avner; Lions, Pierre-Louis
- Book ID
- 118207241
- Publisher
- Society for Industrial and Applied Mathematics
- Year
- 1982
- Tongue
- English
- Weight
- 107 KB
- Volume
- 20
- Category
- Article
- ISSN
- 0363-0129
- DOI
- 10.1137/0320012
No coin nor oath required. For personal study only.
📜 SIMILAR VOLUMES
We study a class of Hamilton Jacobi Bellman (HJB) equations associated to stochastic optimal control of the Duncan Mortensen Zakai equation. The equations are investigated in weighted L 2 spaces. We introduce an appropriate notion of weak (viscosity) solution of such equations and prove that the val
The problem of controlling the oscillations of a mathematical pendulum is considered. The overall control resource is subject to an integral constraint: the modulus of the control function to an arbitrary non-negative power (greater than or equal to unity) is a summable function over a specified tim