Normed Bellman Equation with Degenerate Diffusion Coefficients and Its Application to Differential Equations.

Abstract

The purpose of this paper is to prove the existence and uniqueness of generalized solution of the normed bellman equation with degenerate diffusion coefficients and also to prove that this unique solution is the cost function of a stochastic control problem associated with the normed Bellman equation. We can apply these results to some interesting degenerate and nonlinear differential equations. Keywords: Normalizing multiplier; Cost function.

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Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1987
Accession Number
ADA190319

Entities

People

  • Masatoshi Fujisaki

Organizations

  • University of North Carolina at Chapel Hill

Tags

Communities of Interest

  • Materials and Manufacturing Processes
  • Weapons Technologies

DTIC Thesaurus Topics

  • Abstracts
  • Availability
  • Classification
  • Coefficients
  • Differential Equations
  • Diffusion Coefficient
  • Equations
  • Inequalities
  • Nonlinear Differential Equations
  • North Carolina
  • Notation
  • Probability
  • Sequences
  • Statistics
  • Stochastic Control
  • Stochastic Processes
  • Universities

Fields of Study

  • Education
  • Mathematics

Readers

  • Calculus or Mathematical Analysis