Department of Mathematics
Viscosity solutions and optimal control problems
with state constraints
Paola Loreti (Università degli Studi di
Roma "La Sapienza")
1 June 2005
In this talk I will give some examples
leading to show the connection between viscosity
solutions of Hamilton-Jacobi-Bellman equations and
a class of optimal control problems.
At the end, I will discuss about optimal control problems
with state constraints.
Back to the history of the seminar or the Colloquium Stochastiek homepage.
Yuri Yakubovich