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

DOI10.1007/978-3-642-14788-3_28MaRDI QIDQ2909704zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 2133128 (Why is no real title available?)
• scientific article; zbMATH DE number 158461 (Why is no real title available?)
• scientific article; zbMATH DE number 1909499 (Why is no real title available?)
• scientific article; zbMATH DE number 3893867 (Why is no real title available?)
• Convex Duality Approach to the Optimal Control of Diffusions
• Linear Programming Formulation for Optimal Stopping Problems
• Linear programming approach to the optimal stopping of singular stochastic processes
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
• User’s guide to viscosity solutions of second order partial differential equations

Cited in

(7)

• An example of multiple mean field limits in ergodic differential games
• scientific article; zbMATH DE number 7689517 (Why is no real title available?)
• 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
• The large time profile for Hamilton-Jacobi-Bellman equations
• Duality and uniqueness of convex solutions to stationary Hamilton-Jacobi equations

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