Nonlinear potentials for Hamilton-Jacobi-Bellman equations (Q1802850): Difference between revisions

An approach is proposed, which makes it possible to construct viscosity solutions and to analyze their regularity properties for general Hamilton-Jacobi-Bellman type equations using only information on the corresponding linear equations and their solutions. This approach is a generalization of \textit{N. V. Krylov's} approach [``Nonlinear elliptic and parabolic equations of the second order'' (1987; Zbl 0619.35004)] to investigate degenerate differential Bellman equations with coefficients depending only on the control variable.