The stochastic value function in metric measure spaces

DOI10.3934/dcds.2017076zbMath1365.49026arXiv1612.06280OpenAlexW2560869184MaRDI QIDQ525553

Ugo Bessi

Publication date: 5 May 2017

Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1612.06280

zbMATH Keywords

metric measure spacesviscous Hamilton-Jacobi equation

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Variational problems in a geometric measure-theoretic setting (49Q20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Related Items (4)

Finite Dimensional Approximations of Hamilton–Jacobi–Bellman Equations for Stochastic Particle Systems with Common Noise ⋮ Hamilton-Jacobi in metric spaces with a homological term ⋮ An entropy generation formula on \(RCD(K,\infty)\) spaces ⋮ Finite Dimensional Approximations of Hamilton--Jacobi--Bellman Equations in Spaces of Probability Measures

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