Viscosity solutions of Hamilton-Jacobi equations (Q1339981): Difference between revisions
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Latest revision as of 03:00, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Viscosity solutions of Hamilton-Jacobi equations |
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Viscosity solutions of Hamilton-Jacobi equations (English)
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12 December 1994
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The goal of this book is to present the theory of viscosity solutions for first order Hamilton-Jacobi equations and the applications to deterministic optimal control and similar perturbations. The first half of the book deals with continuous viscosity solutions, while the second half deals with discontinuous solutions. Existence (via Perron's method), uniqueness, and stability results are presented in a clear manner. Infinite and finite horizon, stopping time, and impulse control problems are described. Problems with state constraints and reflected trajectories are also treated.
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viscosity solutions
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first order Hamilton-Jacobi equations
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deterministic optimal control
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Perron's method
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impulse control problems
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state constraints
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