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.
|Number of pages||5|
|Journal||International Journal of Mathematical Analysis|
|Publication status||Published - 2015|
- Fixed point
- HJB equations
- Quasi-variational inequalities
ASJC Scopus subject areas