Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. IV: Hamiltonians with unbounded linear terms

DOI10.1016/0022-1236(90)90084-XzbMath0739.49016OpenAlexW2029313357MaRDI QIDQ1813259

Michael G. Crandall, Pierre-Louis 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(90)90084-x

zbMATH Keywords

Dirichlet boundary conditionswave equationsbounded domaininfinite dimensionselliptic differential operatorsfirst order Hamilton-Jacobi equationsunbounded linear terms

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Fréchet and Gateaux differentiability in optimization (49J50) Nonlinear first-order PDEs (35F20) Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Hamilton-Jacobi theories (49L99)

Related Items

GLOBAL CARLEMAN ESTIMATES FOR DEGENERATE PARABOLIC OPERATORS WITH APPLICATIONS, Convergence of semidiscrete approximations to optimal control problems in Hilbert spaces: A counterexample, Some results on non-linear optimal control problems and Hamilton-Jacobi equations in infinite dimensions, Viscosity solutions to first order path-dependent Hamilton-Jacobi-Bellman equations in Hilbert space, Stochastic optimal control in infinite dimensions with state constraints, On differential games for infinite-dimensional systems with nonlinear, unbounded operators, Integro-PDE in Hilbert spaces: existence of viscosity solutions, Path-dependent Hamilton-Jacobi equations in infinite dimensions, Value function and optimality condition for semilinear control problems. II: Parabolic case, Maximum principles for infinite dimensional diffusion equations, Hamilton–Jacobi theory for hereditary control problems, Optimal transport and large number of particles, Uniqueness for integro-PDE in Hilbert spaces, Polar decomposition of positive operators and a problem of crandall and lions, Large deviations for stochastic PDE with Lévy noise, Viscosity solutions of Hamilton-Jacobi equations in proper \(\text{CAT(0)}\) spaces, Hamilton-Jacobi equations for controlled gradient flows: the comparison principle, Minimax and viscosity solutions in optimization problems for hereditary systems, Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. V: Unbounded linear terms and \(B\)-continuous solutions, On the minimizers of calculus of variations problems in Hilbert spaces, Multiprocess optimal control problem on Hilbert space and related Hamilton-Jacobi equation, Optimal control of infinite-dimensional piecewise deterministic Markov processes: a BSDE approach. Application to the control of an excitable cell membrane, Metric viscosity solutions of Hamilton-Jacobi equations depending on local slopes, Viscosity solutions for the dynamic programming equations, Viscosity solutions for a class of Hamilton-Jacobi equations in Hilbert spaces, Viscosity solution of nonanticipating Hamilton-Jacobi equations, Value function and optimality conditions for semilinear control problems, Solving optimal growth models with vintage capital: The dynamic programming approach, The Hamilton-Jacobi equation for hereditary systems: minimax and viscosity solutions, Hamilton-Jacobi-Bellman equations for the optimal control of a state equation with memory, ON THE DYNAMIC PROGRAMMING APPROACH FOR OPTIMAL CONTROL PROBLEMS OF PDE'S WITH AGE STRUCTURE, Existence of value and saddle point in infinite-dimensional differential games., Closed loop control for evolution inclusions, Delay optimal control and viscosity solutions to associated Hamilton–Jacobi–Bellman equations, Sub- and Super-optimality Principles and Construction of Almost Optimal Strategies for Differential Games in Hilbert Spaces, Partial regularity of viscosity solutions for a class of Kolmogorov equations arising from mathematical finance, A Hamilton-Jacobi PDE associated with hydrodynamic fluctuations from a nonlinear diffusion equation, Viscosity Solutions to Delay Differential Equations in Demo-Economy, A comparison principle for Hamilton-Jacobi equations related to controlled gradient flows in infinite dimensions, A PDE approach to large deviations in Hilbert spaces, Construction of approximate saddle-point strategies for differential games in a Hilbert space, A general convergence result for viscosity solutions of Hamilton-Jacobi equations and non-linear semigroups, On viscosity solution of functional Hamilton-Jacobi type equations for hereditary systems, Hamilton-Jacobi-Bellman equations for the optimal control of the Duncan-Mortensen-Zakai equation, Viscosity solutions of nonlinear second-order partial differential equations in hilbert spaces, Hamilton-Jacobi equations for control problems of parabolic equations, Singular perturbations and optimal control of stochastic systems in infinite dimension: HJB equations and viscosity solutions, Semigroup approach for the approximation of a control problem with unbounded dynamics

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Perron's method for Hamilton-Jacobi equations
• Remarques sur des résultats d'existence pour les équations de Hamilton-Jacobi du premier ordre
• On the Hamilton-Jacobi-Bellmann equations in Banach spaces
• The necessary conditions for optimal control in Hilbert spaces
• Remarks on the existence and uniqueness of unbounded viscosity solutions of Hamilton-Jacobi equations
• Une inégalité pour les opérateurs elliptiques du second ordre
• Hamilton-Jacobi equations in infinite dimensions. III
• 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
• Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. I: The case of bounded stochastic evolutions
• Max-min representations and product formulas for the viscosity solutions of Hamilton-Jacobi equations with applications to differential games
• Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness
• Some Properties of Viscosity Solutions of Hamilton-Jacobi Equations
• Viscosity Solutions of Hamilton-Jacobi Equations
• Representation of solutions of Hamilton-Jacobi equations