NONLINEAR POTENTIALS FOR HAMILTON-JACOBI-BELLMAN EQUATIONS

被引：1
|
作者：
NOSOVSKIJ, GV
机构：
[1] Moscow, 101000
来源：
ACTA APPLICANDAE MATHEMATICAE | 1993年 / 30卷 / 02期
关键词：
STOCHASTIC CONTROL; HAMILTON-JACOBI-BELLMAN EQUATION; NONLINEAR POTENTIALS; NONLINEAR PDE;
D O I：
10.1007/BF00992753
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
A formalism is suggested which makes it possible to investigate Hamilton-Jacobi-Bellman-type equations of general form. For such equations, we construct certain families of nonlinear operators, which we call as 'nonlinear potentials'. The suggested method of investigation for fully nonlinear equations is based on only information about linear equations and their solutions. This is a generalization of N. V. Krylov's approach.
引用
收藏
页码：101 / 123
页数：23
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