A fixed point approach for nonlinear HJB equations

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Abstract

This paper is concerned with Hamilton-Jacobi-Bellman Equations (HJB) with nonlinear source terms. Under a realistic condition on the nonlinearity, we characterize the solution as the fixed point of a contraction.

Original languageEnglish
Pages (from-to)1249-1253
Number of pages5
JournalInternational Journal of Mathematical Analysis
Volume9
Issue number25-28
DOIs
Publication statusPublished - 2015

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Keywords

  • Contraction
  • Fixed point
  • HJB equations
  • Quasi-variational inequalities

ASJC Scopus subject areas

  • Mathematics(all)

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