Viscosity Solutions to HJB Equations for Boundary-Noise and Boundary-Control Problems
Author:
- Andrzej ŚwiȩchAŚAndrzej Świȩch
- 21 January 2020
- journal article
- research article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Control and Optimization
- Vol. 58 (1) , 303-326
Abstract
We consider a boundary-noise and boundary-control problem for an equation of parabolic type in a bounded domain in $\mathbb{R}^d$ with a Neumann boundary condition. We study the Hamilton--Jacobi--B...
Keywords
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