Hopf-Lax approximation for value functions of Lévy optimal control problems

DOI10.1090/PROC/17463MaRDI QIDQ6883548zbMATH OpenFDO

Authors Michael Kupper, Max Nendel, Alessandro Sgarabottolo

Publication date 16 December 2025

Published in Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/PROC/17463

zbMATH Keywords

Hopf-Lax formulaLévy processNisio semigroupnonlinear Lie-Trotter formulaoptimal control problemWasserstein perturbation

Mathematics Subject Classification ID

Theoretical approximation in context of PDEs (35A35) Rate of convergence, degree of approximation (41A25) Approximation by operators (in particular, by integral operators) (41A35) Semigroups of nonlinear operators (47H20) Optimal stochastic control (93E20)

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Cited in

(1)

• Existence of viscosity solutions to abstract Cauchy problems via nonlinear semigroups

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