most citedA Class of Delay Optimal Control Problems and Viscosity Solutions to Associated Hamilton-Jacobi-Bellman Equations

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math.AP2020

Viscosity Solutions to First Order Path-Dependent HJB Equations

Jianjun Zhou

In this article, a notion of viscosity solutions is introduced for first order path-dependent Hamilton-Jacobi-Bellman (HJB) equations associated with optimal control problems for p…