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

Lobachevskii Journal of Mathematics (2005)

- Volume: 17, page 11-23
- ISSN: 1995-0802

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topBaten, Md.Azizul. "On the smoothness of solutions of linear-quadratic regulator for degenerate diffusions.." Lobachevskii Journal of Mathematics 17 (2005): 11-23. <http://eudml.org/doc/232791>.

@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 -

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