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
From MaRDI portal
(Redirected from Publication:1812652)
Recommendations
- Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. I: The case of bounded stochastic evolutions
- scientific article; zbMATH DE number 15045
- scientific article; zbMATH DE number 14966
- A Uniqueness Result for Viscosity Solutions of Second Order Fully Nonlinear Partial Differential Equations
- scientific article; zbMATH DE number 4086156
- Existence and uniqueness of viscosity solutions for nonlinear variational inequalities associated with mixed control
- Uniqueness of \(\beta\)-viscosity solutions of Hamilton-Jacobi equations and applications to a class of optimal control problems
- Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness
- scientific article; zbMATH DE number 830162
- Stochastic viscosity solutions for nonlinear stochastic partial differential equations. II.
Cites work
- scientific article; zbMATH DE number 3877865 (Why is no real title available?)
- scientific article; zbMATH DE number 3658461 (Why is no real title available?)
- scientific article; zbMATH DE number 14966 (Why is no real title available?)
- scientific article; zbMATH DE number 4340 (Why is no real title available?)
- A Uniqueness Result for Viscosity Solutions of Second Order Fully Nonlinear Partial Differential Equations
- A remark on regularization in Hilbert spaces
- Asymptotic behavior of some nonlinear heat equations
- Comparison principles and pointwise estimates for viscosity solutions of nonlinear elliptic equations
- Exit Time Problems in Optimal Control and Vanishing Viscosity Method
- Hamilton-Jacobi equations in infinite dimensions. I: Uniqueness of viscosity solutions
- Hamilton-Jacobi equations in infinite dimensions. II: Existence of viscosity solutions
- Hamilton-Jacobi equations in infinite dimensions. III
- Nonconvex minimization problems
- On existence and uniqueness of solutions of Hamilton-Jacobi equations
- Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness
- Optimization of functions on certain subsets of Banach spaces
- Perron's method for Hamilton-Jacobi equations
- Remarks on the existence and uniqueness of unbounded viscosity solutions of Hamilton-Jacobi equations
- Semidifferentials, quadratic forms and fully nonlinear elliptic equations of second order
- Some Properties of Viscosity Solutions of Hamilton-Jacobi Equations
- The maximum principle for viscosity solutions of fully nonlinear second order partial differential equations
- Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. VII: The HJB equation is not always satisfied
- Viscosity solutions of fully nonlinear second-order elliptic partial differential equations
- 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
Cited in
(56)- Viscosity solutions to second order elliptic Hamilton-Jacobi-Bellman equations with infinite delay
- Survey on path-dependent PDEs
- Master Bellman equation in the Wasserstein space: Uniqueness of viscosity solutions
- Viscosity solutions for mean field optimal switching with a two-time-scale Markov chain
- A PDE approach to large deviations in Hilbert spaces
- scientific article; zbMATH DE number 14966 (Why is no real title available?)
- Path-dependent equations and viscosity solutions in infinite dimension
- Optimal control of a stochastic delay partial differential equation with boundary-noise and boundary-control
- \(N\)-person differential games governed by semilinear stochastic evolution systems
- 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
- scientific article; zbMATH DE number 15045 (Why is no real title available?)
- Risk-sensitive control and differential games in infinite dimensions
- Infinite-dimensional Hamilton-Jacobi-Bellman equations in gauss-sobolev spaces
- scientific article; zbMATH DE number 1766619 (Why is no real title available?)
- On viscosity solutions of path dependent PDEs
- Explicit solutions for continuous time mean-variance portfolio selection with nonlinear wealth equations
- The existence and uniqueness of the solution for nonlinear Kolmogorov equations
- Optimal stopping of a Hilbert space valued diffusion: an infinite dimensional variational inequality
- Bellman equation and viscosity solutions for mean-field stochastic control problem
- Viscosity solutions to parabolic master equations and McKean-Vlasov SDEs with closed-loop controls
- Optimal control problem for stochastic evolution equations in Hilbert spaces
- Path-dependent Hamilton-Jacobi equations in infinite dimensions
- A smooth variational principle on Wasserstein space
- Viscosity Solutions for Obstacle Problems on Wasserstein Space
- A Tale of a Principal and Many, Many Agents
- Comparison of viscosity solutions of semilinear path-dependent PDEs
- Contract theory in a VUCA world
- Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control
- Viscosity solutions for controlled McKean-Vlasov jump-diffusions
- Optimal control problems for stochastic delay evolution equations in Banach spaces
- Regularity for obstacle problems in infinite dimensional Hilbert spaces
- Dynamic Programming for Optimal Control of Stochastic McKean--Vlasov Dynamics
- Uniqueness of viscosity solutions of stochastic Hamilton-Jacobi equations
- Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem
- Infinite horizon backward stochastic differential equations and elliptic equations in Hilbert spaces.
- Infinite horizon BSDEs with dissipative coefficients in Hilbert spaces and applications
- Existence and uniqueness of unbounded viscosity solutions of parabolic equations with discontinuous time-dependence
- Partial regularity of viscosity solutions for a class of Kolmogorov equations arising from mathematical finance
- Monotone solutions of the master equation for mean field games with idiosyncratic noise
- A notion of viscosity solutions to second-order Hamilton-Jacobi-Bellman equations with delays
- Crandall-Lions viscosity solutions for path-dependent PDEs: the case of heat equation
- Stability of subdifferentials of nonconvex functions in Banach spaces
- A class of infinite-horizon stochastic delay optimal control problems and a viscosity solution to the associated HJB equation
- Viscosity solutions to second order path-dependent Hamilton-Jacobi-Bellman equations and applications
- Uniqueness for integro-PDE in Hilbert spaces
- Optimal control of a stochastic delay heat equation with boundary-noise and boundary-control
- A class of stochastic optimal control problems in Hilbert spaces: BSDEs and optimal control laws, state constraints, conditioned processes.
- scientific article; zbMATH DE number 713682 (Why is no real title available?)
- The existence and uniqueness of the solution for nonlinear elliptic equations in Hilbert spaces
- Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. IV: Hamiltonians with unbounded linear terms
- Second order unbounded parabolic equations in separated form
- Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. V: Unbounded linear terms and \(B\)-continuous solutions
- Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. I: The case of bounded stochastic evolutions
- Ergodic control of McKean-Vlasov SDEs and associated Bellman equation
- Mild solutions of semilinear elliptic equations in Hilbert spaces
- User’s guide to viscosity solutions of second order partial differential equations
This page was built for publication: 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
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1812652)
