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Hamilton-Jacobi equations and nonlinear control problems

✍ Scribed by Viorel Barbu


Publisher
Elsevier Science
Year
1986
Tongue
English
Weight
559 KB
Volume
120
Category
Article
ISSN
0022-247X

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In this paper we consider optimal control of stochastic semilinear equations with Lipschitz continuous drift and cylindrical noise. We show existence and uniqueness Ž . up to an additive constant of solutions to the stationary Hamilton᎐Jacobi equation associated with the cost functional given by the