A game interpretation of the Neumann problem for fully nonlinear parabolic and elliptic equations

DOI10.1051/cocv/2013047zbMath1283.49028arXiv1204.1459OpenAlexW1988399600MaRDI QIDQ5397548

Jean-Paul Daniel

Publication date: 24 February 2014

Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1204.1459

zbMATH Keywords

optimal controlnonlinear elliptic equationsNeumann problemviscosity solutionsdynamic programming principledeterministic controlmixed-type Dirichlet--Neumann boundary conditionsnonliner parabolic equations

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) 2-person games (91A05) Nonlinear parabolic equations (35K55) Nonlinear elliptic equations (35J60) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Viscosity solutions to PDEs (35D40) Boundary value problems for PDEs of mixed type (35M12)

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