An asymptotic expansion in a 3-dimensional degenerated control problem with finite horizon

C. Marchetti
Proceedings of the 39th IEEE Conference on Decision and Control (Cat. No.00CH37187)  
We study a degenerate nonlinear optimal stochastic control problem with nite horizon ( 2], 8] and 9]). Using the Hamilton{Jacobi{Bellman equation, we nd an asymptotic expansion for this solution of this problem.
doi:10.1109/cdc.2000.912221 fatcat:wjvvfcncajftflajhomgubzf3e