Max-min representations and product formulas for the viscosity solutions of Hamilton-Jacobi equations with applications to differential games

DOI10.1016/0362-546X(85)90062-8zbMath0526.35018MaRDI QIDQ3041609

Panagiotis E. Souganidis

Publication date: 1985

Published in: Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)

zbMATH Keywords

generalized solutions; approximation schemes; viscosity solutions; product formulas; explicit error estimates; Hamilton- Jacobi equations; max-min representations; Trotter products

Mathematics Subject Classification ID

91A99: Game theory

91A23: Differential games (aspects of game theory)

49J35: Existence of solutions for minimax problems

35L60: First-order nonlinear hyperbolic equations

35F20: Nonlinear first-order PDEs

65M15: Error bounds for initial value and initial-boundary value problems involving PDEs

49K35: Optimality conditions for minimax problems

35F25: Initial value problems for nonlinear first-order PDEs

35C99: Representations of solutions to partial differential equations

35D99: Generalized solutions to partial differential equations

47H99: Nonlinear operators and their properties

Related Items

A representation formula and regularizing properties for viscosity solutions of second-order fully nonlinear degenerate parabolic equations, NUMERICAL METHODS FOR DIFFERENTIAL GAMES BASED ON PARTIAL DIFFERENTIAL EQUATIONS, Approximation schemes for viscosity solutions of Hamilton-Jacobi equations, Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. V: Unbounded linear terms and \(B\)-continuous solutions, Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. IV: Hamiltonians with unbounded linear terms, Hamilton-Jacobi Equations With Singular Boundary Conditions on a free Boundary and Applications to Differential Games, User’s guide to viscosity solutions of second order partial differential equations, Representation of solutions of Hamilton-Jacobi equations

Cites Work

• Approximation schemes for viscosity solutions of Hamilton-Jacobi equations
• Viscosity solutions of Isaacs' equations and differential games with Lipschitz controls
• Existence results for first-order Hamilton-Jacobi equations
• Asymptotic behavior of some nonlinear heat equations
• A uniqueness result for the semigroup associated with the Hamilton- Jacobi-Bellman operator
• The convergence problem for differential games
• Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. VII: The HJB equation is not always satisfied
• A PDE approach to certain large deviation problems for systems of parabolic equations
• Stochastic differential games
• Some Properties of Viscosity Solutions of Hamilton-Jacobi Equations
• Differential Games, Optimal Control and Directional Derivatives of Viscosity Solutions of Bellman’s and Isaacs’ Equations
• A Remark About Viscosity Solutions of Hamilton-Jacobi Equations at the Boundary
• Viscosity Solutions of Hamilton-Jacobi Equations
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