A uniqueness result for the semigroup associated with the Hamilton- Jacobi-Bellman operator
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Publication:1052989
DOI10.3792/pjaa.58.273zbMath0516.93065OpenAlexW1979908637MaRDI QIDQ1052989
Makiko Nisio, Pierre-Louis Lions
Publication date: 1982
Published in: Proceedings of the Japan Academy. Series A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3792/pjaa.58.273
Semigroups of nonlinear operators (47H20) Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Optimal stochastic control (93E20) Diffusion processes (60J60) Existence of optimal solutions to problems involving randomness (49J55)
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Continuum limit for some growth models. II. ⋮ On the Hamilton-Jacobi-Bellman equations ⋮ Semigroups of max-plus linear operators ⋮ A partial history of the early development of continuous-time nonlinear stochastic systems theory ⋮ Homogenization of viscous and non-viscous HJ equations: a remark and an application ⋮ User’s guide to viscosity solutions of second order partial differential equations ⋮ Hopf Formula and Multitime Hamilton-Jacobi Equations ⋮ Max-min representations and product formulas for the viscosity solutions of Hamilton-Jacobi equations with applications to differential games ⋮ Nonlinear potentials for Hamilton-Jacobi-Bellman equations ⋮ Stochastic differential games and viscosity solutions of Isaacs equations ⋮ Nonlinear semigroups associated with optimal stopping of controlled diffusions under partial observation ⋮ Representation of solutions of Hamilton-Jacobi equations ⋮ Nonlinear semigroup for the unnormalized conditional density
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