Value functions in the Wasserstein spaces: finite time horizons

DOI10.1016/j.jfa.2015.05.011zbMath1321.49043arXiv1307.4667OpenAlexW2964254879MaRDI QIDQ2347824

Hwa Kil Kim, Ryan Hynd

Publication date: 9 June 2015

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.4667

zbMATH Keywords

Hamilton-Jacobi equationviscosity solutionvalue functionsEuler-Poisson equationsoptimal mass transportWasserstein spaces

Mathematics Subject Classification ID

Variational problems in a geometric measure-theoretic setting (49Q20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Euler-Poisson-Darboux equations (35Q05)

Related Items

Finite Dimensional Approximations of Hamilton–Jacobi–Bellman Equations for Stochastic Particle Systems with Common Noise ⋮ On differentiability in the Wasserstein space and well-posedness for Hamilton-Jacobi equations ⋮ Dynamical aspects of the generalized Schrödinger problem via Otto calculus -- a heuristic point of view ⋮ Infinite horizon value functions in the Wasserstein spaces ⋮ Finite Dimensional Approximations of Hamilton--Jacobi--Bellman Equations in Spaces of Probability Measures

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