Generalized Hopf formulas for the nonautonomous Hamilton-Jacobi equation

DOI10.1007/BF02359303zbMath1020.49023MaRDI QIDQ1841126

I. V. Rublev

Publication date: 14 September 2003

Published in: Computational Mathematics and Modeling (Search for Journal in Brave)

zbMATH Keywords

Hamilton-Jacobi equationviscosity solutioncontingent derivativeminimax solutionHopf formulas

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Initial value problems for nonlinear first-order PDEs (35F25) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Related Items (3)

Algorithm for overcoming the curse of dimensionality for time-dependent non-convex Hamilton-Jacobi equations arising from optimal control and differential games problems ⋮ Algorithm for overcoming the curse of dimensionality for state-dependent Hamilton-Jacobi equations ⋮ Perspectives on characteristics based curse-of-dimensionality-free numerical approaches for solving Hamilton-Jacobi equations

Cites Work

• The Bellman equation for minimizing the maximum cost
• Some Properties of Viscosity Solutions of Hamilton-Jacobi Equations
• Viscosity Solutions of Hamilton-Jacobi Equations
• Viscosity solutions via unbounded set-valued integration
• Minimax solutions of first-order partial differential equations
• Hope-lax type formular foru∞t+Hu,Du=0:II
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