Viscous solutions for the Hamilton – Jacobi – Bellman equation on time scales
Abstract
We introduce the concept of viscous solution for the Bellman equation on time scales and establish сonditions for the existence and uniqueness of this solution.
Citation Example: Danilov V. Ya., Lavrova O. E., Stanzhitskii A. N. Viscous solutions for the Hamilton – Jacobi – Bellman equation on time scales // Ukr. Mat. Zh. - 2017. - 69, № 7. - pp. 933-950.
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