Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. III: Uniqueness of viscosity solutions for general second-order equations
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Publication:1812652
DOI10.1016/0022-1236(89)90062-1zbMATH Open0757.93084OpenAlexW1972547274MaRDI QIDQ1812652FDOQ1812652
Authors: P.-L. Lions 
Publication date: 25 June 1992
Published in: Journal of Functional Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0022-1236(89)90062-1
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Cited In (56)
- Master Bellman equation in the Wasserstein space: Uniqueness of viscosity solutions
- Survey on path-dependent PDEs
- Viscosity solutions to second order elliptic Hamilton-Jacobi-Bellman equations with infinite delay
- Viscosity solutions for mean field optimal switching with a two-time-scale Markov chain
- Infinite-dimensional Hamilton-Jacobi-Bellman equations in gauss-sobolev spaces
- Title not available (Why is that?)
- Explicit solutions for continuous time mean-variance portfolio selection with nonlinear wealth equations
- Viscosity solutions to second order path-dependent Hamilton-Jacobi-Bellman equations and applications
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- Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. V: Unbounded linear terms and \(B\)-continuous solutions
- A smooth variational principle on Wasserstein space
- The existence and uniqueness of the solution for nonlinear Kolmogorov equations
- Second order unbounded parabolic equations in separated form
- Mild solutions of semilinear elliptic equations in Hilbert spaces
- Optimal stopping of a Hilbert space valued diffusion: an infinite dimensional variational inequality
- Path-dependent Hamilton-Jacobi equations in infinite dimensions
- Viscosity solutions to parabolic master equations and McKean-Vlasov SDEs with closed-loop controls
- A notion of viscosity solutions to second-order Hamilton-Jacobi-Bellman equations with delays
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- Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. I: The case of bounded stochastic evolutions
- Partial regularity of viscosity solutions for a class of Kolmogorov equations arising from mathematical finance
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- Uniqueness of viscosity solutions of stochastic Hamilton-Jacobi equations
- Uniqueness for integro-PDE in Hilbert spaces
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