Viscosity Solutions of Hamilton-Jacobi Equations

DOI10.2307/1999343zbMATH Open0599.35024OpenAlexW4239369248WikidataQ57256874 ScholiaQ57256874MaRDI QIDQ3733283FDOQ3733283

P.-L. Lions, Michael G. Crandall

Publication date: 1983

Full work available at URL: https://doi.org/10.2307/1999343

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zbMATH Keywords

Cauchy problemDirichlet problemgeneralized solutionsviscosity solutionweak solutionHamilton-Jacobi equation

Mathematics Subject Classification ID

Nonlinear first-order PDEs (35F20) Boundary value problems for nonlinear first-order PDEs (35F30)

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Cited In (only showing first 100 items - show all)

• Stability of solutions to Hamilton-Jacobi equations under state constraints
• Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations
• Global propagation of singularities for time dependent Hamilton-Jacobi equations
• Lipschitz dependence of viscosity solutions of Hamilton-Jacobi equations with respect to the parameter
• Recent progresses in boundary layer theory
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• A tour of the theory of absolutely minimizing functions
• Markov perfect Nash equilibria in models with a single capital stock
• On Grid Optimal Feedbacks to Control Problems of Prescribed Duration on the Plane
• On the stability of the cut locus
• Ordered line integral methods for solving the eikonal equation
• Turnpike theorems by a value function approach
• Continuous-time stochastic games of fixed duration
• Stochastic optimal control and linear programming approach
• Convection-diffusion equations in a circle: the compatible case
• Comparison principle for Dirichlet-type Hamilton-Jacobi equations and singular perturbations of degenerated elliptic equations
• Classical characteristics of the Bellman equation in constructions of grid optimal synthesis
• Eikonal equations in metric spaces
• Error estimation and adaptive discretization for the discrete stochastic Hamilton-Jacobi-Bellman equation
• Stochastic control in a determinate differential pursuit-evasion game
• A numerical approach to the infinite horizon problem of deterministic control theory
• On a differential interception game
• Approximate solutions of the Bellman equation of deterministic control theory
• Optimal investment for insurer with jump-diffusion risk process
• Reinterpretation and simplified implementation of a discontinuous Galerkin method for Hamilton-Jacobi equations
• Uniqueness of Lipschitz extensions: Minimizing the sup norm of the gradient
• Dynamic optimization for reachability problems.
• Nonlinear monotone semigroups and viscosity solutions
• Optimal investment policy and dividend payment strategy in an insurance company
• Penalty approach to the HJB equation arising in European stock option pricing with proportional transaction costs
• On the Hamilton-Jacobi-Bellman equations
• The exact asymptotic behavior of blow-up solutions to a highly degenerate elliptic problem
• A PDE approach to some asymptotic problems concerning random differential equations with small noise intensities
• The method of characteristics for Hamilton-Jacobi equations and applications to dynamical optimization
• A remark on regularization in Hilbert spaces
• Discrete dynamic programming and viscosity solutions of the Bellman equation
• The use of a Legendre pseudospectral viscosity technique to solve a class of nonlinear dynamic Hamilton-Jacobi equations
• Numerical minimization of eigenmodes of a membrane with respect to the domain
• Viscosity solutions of Hamilton-Jacobi equations with unbounded nonlinear terms
• Ergodic problem for the Hamilton-Jacobi-Bellman equation. II
• Filippov's and Filippov-Ważewski's theorems on closed domains
• Nonlinear Neumann boundary conditions for quasilinear degenerate elliptic equations and applications
• Ginzburg-Landau equation and motion by mean curvature. I: Convergence
• Semicontinuous solutions of Hamilton-Jacobi-Bellman equations with degenerate state constraints
• Approximating the value of zero-sum differential games with linear payoffs and dynamics
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• Rectifiability results for singular and conjugate points of optimal exit time problems
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• A non-local regularization of first order Hamilton-Jacobi equations
• Continuous dependence estimates for viscosity solutions of integro-PDEs
• Partial differential equations in the 20th century
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• On reachability and minimum cost optimal control
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• Existence of solutions to fully nonlinear elliptic equations with gradient nonlinearity
• Nonsmooth analysis and Hamilton--Jacobi equations on Riemannian manifolds
• A PDE approach to certain large deviation problems for systems of parabolic equations
• Infinite horizon problems on stratifiable state-constraints sets
• Limit shapes and local statistics for the stochastic six-vertex model
• On numerical approximation of the Hamilton-Jacobi-transport system arising in high frequency approximations
• Optimal dividend policies for compound Poisson processes: the case of bounded dividend rates
• Generalized backward doubly stochastic differential equations and SPDEs with nonlinear Neumann boundary conditions
• Mapped WENO and weighted power ENO reconstructions in semi-discrete central schemes for Hamilton-Jacobi equations
• Qualitative properties of trajectories of control systems: a survey
• On the regularity near the boundary of viscosity solutions of eikonal equations
• On basic equation of differential games for neutral-type systems
• Continuum limit for some growth models.
• Remarks on elliptic singular perturbation problems
• Unification of differential games, generalized solutions of the Hamilton-Jacobi equations, and a stochastic guide
• Redistancing by flow of time dependent eikonal equation
• Shape and topology optimization of compliant mechanisms using a parameterization level set method
• Anti-periodic solutions for fully nonlinear first-order differential equations
• The Bellman equation for minimizing the maximum cost
• Max-min representations and product formulas for the viscosity solutions of Hamilton-Jacobi equations with applications to differential games
• Tug-of-war and the infinity Laplacian
• Some Properties of Viscosity Solutions of Hamilton-Jacobi Equations
• Nonsmooth analysis on smooth manifolds
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• Modeling wildland fire propagation with level set methods
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• Scalar conservation laws and Hamilton-Jacobi equations in one-space variable
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