Title :
Regularity of the Solution of the Hamilton-Jacobi-Bellman Equation for Uniformly Elliptic Operators
Author :
Evans, Lawrence C.
Author_Institution :
Department of Mathematics, University of Maryland, College Park, Maryland 20742
Abstract :
We prove by partial differential equation methods that the solution of the Hamilton-Jacobi Bellman dynamic programming equation has locally (Hölder) continuous second derivatives, provided the Lv are uniformly elliptic.
Keywords :
Differential equations; Dynamic programming; Educational institutions; Extraterrestrial measurements; Mathematics; Partial differential equations; Stochastic processes; Valves; Virtual reality;
Conference_Titel :
American Control Conference, 1982
Conference_Location :
Arlington, VA, USA