Infinite horizon value functions in the Wasserstein spaces

DOI10.1016/j.jde.2014.11.020zbMath1322.49074arXiv1310.3866OpenAlexW2963620155MaRDI QIDQ2255112

Ryan Hynd, Hwa Kil Kim

Publication date: 6 February 2015

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.3866

zbMATH Keywords

optimizationHamilton-Jacobi equationviscosity solutionsubdifferentialWasserstein spacesinfinite horizon value functions

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Variational problems in a geometric measure-theoretic setting (49Q20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Optimality conditions for problems involving relations other than differential equations (49K21) Existence theories for optimal control problems involving relations other than differential equations (49J21)

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Sticky particles and the pressureless Euler equations in one spatial dimension, Finite Dimensional Approximations of Hamilton–Jacobi–Bellman Equations for Stochastic Particle Systems with Common Noise, Probability measures on path space for rectilinear damped pressureless Euler-Poisson equations, Probability measures on the path space and the sticky particle system, Finite Dimensional Approximations of Hamilton--Jacobi--Bellman Equations in Spaces of Probability Measures

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