Duality Theory, Representation Formulas and Uniqueness Results for Viscosity Solutions of Hamilton–Jacobi Equations

DOI10.1007/978-3-642-14788-3_28zbMath1248.49039OpenAlexW83504467MaRDI QIDQ2909704

Enrico Valdinoci, Diogo Aguiar Gomes

Publication date: 6 September 2012

Published in: Dynamics, Games and Science II (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-14788-3_28

zbMATH Keywords

terminal value problemdiscounted cost infinite horizon problemduality theory.representation formulas for viscosity solutions

Mathematics Subject Classification ID

Duality theory (optimization) (49N15) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Related Items (4)

An example of multiple mean field limits in ergodic differential games ⋮ Unnamed Item ⋮ On the long time convergence of potential MFG ⋮ The large time profile for Hamilton-Jacobi-Bellman equations

Cites Work

• Linear programming approach to the optimal stopping of singular stochastic processes
• Convex Duality Approach to the Optimal Control of Diffusions
• User’s guide to viscosity solutions of second order partial differential equations
• Linear Programming Formulation for Optimal Stopping Problems
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
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