A deterministic-control-based approach to fully nonlinear parabolic and elliptic equations

DOI10.1002/cpa.20336zbMath1204.35070MaRDI QIDQ3588801

Sylvia Serfaty, Robert V. Kohn

Publication date: 10 September 2010

Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cpa.20336

zbMATH Keywords

Hamilton-Jacobi-Bellman equation; viscosity solution; semidiscrete numerical scheme; deterministic game

Mathematics Subject Classification ID

91A05: 2-person games

91A50: Discrete-time games

35K55: Nonlinear parabolic equations

35J60: Nonlinear elliptic equations

35F21: Hamilton-Jacobi equations

35Q93: PDEs in connection with control and optimization

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