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

M. Y. Huang, P. E. Caines and Roland P. Malhamé

Article (2005)

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Department:	Department of Electrical Engineering
PolyPublie URL:	https://publications.polymtl.ca/24043/
Journal Title:	SIAM Journal on Control and Optimization (vol. 44, no. 1)
Publisher:	Society for Industrial and Applied Mathematics
DOI:	10.1137/s0363012902417644
Official URL:	https://doi.org/10.1137/s0363012902417644
Date Deposited:	18 Apr 2023 15:18
Last Modified:	25 Sep 2024 16:03

Cite in APA 7:	Huang, M. Y., Caines, P. E., & Malhamé, R. P. (2005). Degenerate Stochastic Control Problems With Exponential Costs and Weakly Coupled Dynamics : Viscosity Solutions and a Maximum Principle. SIAM Journal on Control and Optimization, 44(1), 367-387. https://doi.org/10.1137/s0363012902417644
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