Degenerate Stochastic Control Problems with Exponential Costs and Weakly Coupled Dynamics: Viscosity Solutions and a Maximum Principle Export

@article{HuangCaines_SIAM05, address = {Philadelphia, PA, USA}, author = {Huang, Minyi and Caines, Peter E. and Malham\'e, Roland P.}, citeulike-article-id = {3015781}, citeulike-linkout-0 = {http://portal.acm.org/citation.cfm?id=1068395.1084578}, citeulike-linkout-1 = {http://dx.doi.org/10.1137/S0363012902417644}, doi = {10.1137/S0363012902417644}, issn = {0363-0129}, journal = {SIAM J. Control Optim.}, keywords = {hjb\_equation, maximum\_principle, stochastic\_control, viscosity\_solution}, number = {1}, pages = {367--387}, posted-at = {2008-07-17 21:51:05}, priority = {0}, publisher = {Society for Industrial and Applied Mathematics}, title = {Degenerate Stochastic Control Problems with Exponential Costs and Weakly Coupled Dynamics: Viscosity Solutions and a Maximum Principle}, url = {http://dx.doi.org/10.1137/S0363012902417644}, volume = {44}, year = {2005} }

TY - JOUR ID - HuangCaines_SIAM05 L3 - citeulike-article-id:3015781 IS - 1 JF - SIAM J. Control Optim. SN - 0363-0129 AD - Philadelphia, PA, USA EP - 387 TI - Degenerate Stochastic Control Problems with Exponential Costs and Weakly Coupled Dynamics: Viscosity Solutions and a Maximum Principle PB - Society for Industrial and Applied Mathematics VL - 44 SP - 367 KW - hjb_equation KW - maximum_principle KW - stochastic_control KW - viscosity_solution AU - Huang, Minyi AU - Caines, Peter AU - Malham\'e, Roland PY - 2005/// UR - http://dx.doi.org/10.1137/S0363012902417644 ER -