Viscosity solutions of two classes of coupled Hamilton-Jacobi-Bellman equations.

@article{Xiao2001,
author = {Xiao, Mingqing, Başar, Tamer},
journal = {Journal of Inequalities and Applications [electronic only]},
keywords = {coupled Hamilton-Jacobi-Bellman equations; optimal control; piecewise deterministic systems; viscosity solutions; HJB equations},
language = {eng},
number = {5},
pages = {519-545},
publisher = {Springer International Publishing},
title = {Viscosity solutions of two classes of coupled Hamilton-Jacobi-Bellman equations.},
url = {http://eudml.org/doc/122378},
volume = {6},
year = {2001},
}

TY - JOUR
AU - Xiao, Mingqing
AU - Başar, Tamer
TI - Viscosity solutions of two classes of coupled Hamilton-Jacobi-Bellman equations.
JO - Journal of Inequalities and Applications [electronic only]
PY - 2001
PB - Springer International Publishing
VL - 6
IS - 5
SP - 519
EP - 545
LA - eng
KW - coupled Hamilton-Jacobi-Bellman equations; optimal control; piecewise deterministic systems; viscosity solutions; HJB equations
UR - http://eudml.org/doc/122378
ER -