Duality theory, representation formulas and uniqueness results for viscosity solutions of Hamilton-Jacobi equations

DOI10.1007/978-3-642-14788-3_28zbMATH Open1248.49039OpenAlexW83504467MaRDI QIDQ2909704FDOQ2909704

Authors: Enrico Valdinoci, D. 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

Recommendations

• Representation of viscosity solutions of Hamilton-Jacobi equations
• scientific article; zbMATH DE number 3953385
• Representation of solutions of Hamilton-Jacobi equations
• Optimality principles and representation formulas for viscosity solutions of Hamilton-Jacobi equations. I: Equations of unbounded and degenerate control problems without uniqueness
• scientific article; zbMATH DE number 5604590

zbMATH Keywords

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

Mathematics Subject Classification ID

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

Cites Work

• Convex Duality Approach to the Optimal Control of Diffusions
• User’s guide to viscosity solutions of second order partial differential equations
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
• Linear programming approach to the optimal stopping of singular stochastic processes
• Linear Programming Formulation for Optimal Stopping Problems
• Title not available (Why is that?)

Cited In (7)

• Title not available (Why is that?)
• A Uniqueness Result for p-Monotone Viscosity Solutions of Hamilton–Jacobi Equations in Bounded Domains
• Duality methods for the study of Hamilton–Jacobi equations
• On the long time convergence of potential MFG
• Duality and uniqueness of convex solutions to stationary Hamilton-Jacobi equations
• The large time profile for Hamilton-Jacobi-Bellman equations
• An example of multiple mean field limits in ergodic differential games

This page was built for publication: Duality theory, representation formulas and uniqueness results for viscosity solutions of Hamilton-Jacobi equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2909704)