On the smoothness of solutions of linear-quadratic regulator for degenerate diffusions.

@article{Baten2005,
author = {Baten, Md.Azizul},
journal = {Lobachevskii Journal of Mathematics},
keywords = {linear-quadratic regulator control problem; stochastic differential equation; Hamilton-Jacobi-Bellman equation; linear-quadratic problem; viscosity solutions; applications to control theory},
language = {eng},
pages = {11-23},
publisher = {Maik Nauka/Interperiodica (Pleiades Publishing); Springer, New York},
title = {On the smoothness of solutions of linear-quadratic regulator for degenerate diffusions.},
url = {http://eudml.org/doc/232791},
volume = {17},
year = {2005},
}

TY - JOUR
AU - Baten, Md.Azizul
TI - On the smoothness of solutions of linear-quadratic regulator for degenerate diffusions.
JO - Lobachevskii Journal of Mathematics
PY - 2005
PB - Maik Nauka/Interperiodica (Pleiades Publishing); Springer, New York
VL - 17
SP - 11
EP - 23
LA - eng
KW - linear-quadratic regulator control problem; stochastic differential equation; Hamilton-Jacobi-Bellman equation; linear-quadratic problem; viscosity solutions; applications to control theory
UR - http://eudml.org/doc/232791
ER -