Nonlinear Systems in Optimal Control Theory and Related Topics

This paper describes the formal dynamic programming derivation of certain nonlinear PDE relevant in control theory and explains some recent work regarding the solution of these problems. These PDE are either first order (deterministic control) or second order, elliptic (stochastic control), and are either a system (if it costs to switch the control) or else a single fully nonlinear equation (if switching is free).

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