A fixed point approach for nonlinear HJB equations

Messaoud Boulbrachene

doi:10.12988/ijma.2015.411356

A fixed point approach for nonlinear HJB equations

Messaoud Boulbrachene^*

^*Corresponding author for this work

Mathematics

Research output: Contribution to journal › Article › peer-review

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 language	English
Pages (from-to)	1249-1253
Number of pages	5
Journal	International Journal of Mathematical Analysis
Volume	9
Issue number	25-28
DOIs	https://doi.org/10.12988/ijma.2015.411356
Publication status	Published - 2015

Keywords

Contraction
Fixed point
HJB equations
Quasi-variational inequalities

ASJC Scopus subject areas

General Mathematics

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10.12988/ijma.2015.411356

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title = "A fixed point approach for nonlinear HJB equations",

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.",

keywords = "Contraction, Fixed point, HJB equations, Quasi-variational inequalities",

author = "Messaoud Boulbrachene",

note = "Publisher Copyright: {\textcopyright} 2014 Messaoud Boulbrachene.",

year = "2015",

doi = "10.12988/ijma.2015.411356",

language = "English",

volume = "9",

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KW - HJB equations

KW - Quasi-variational inequalities

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A fixed point approach for nonlinear HJB equations

Abstract

Keywords

ASJC Scopus subject areas

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