Baten, Md Azizul (2006) Viscosity solution of linear regulator quadratic for degenerate diffusions. Journal of Applied Mathematics and Stochastic Analysis, 2006. pp. 1-17. ISSN 1048-9533

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Abstract

The paper studied a linear regulator quadratic control problem for degenerate Hamilton-Jacobi-Bellman (HJB) equation.We showed the existence of viscosity properties and established a unique viscosity solution of the degenerate HJB equation associated with this problem by the technique of viscosity solutions.

Item Type:	Article
Subjects:	Q Science > QA Mathematics
Divisions:	College of Arts and Sciences
Depositing User:	Prof. Madya Dr. Md. Azizul Baten
Date Deposited:	21 Apr 2014 02:30
Last Modified:	21 Apr 2014 02:30
URI:	https://repo.uum.edu.my/id/eprint/10634

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