Envelope viscosity solutions of first- and second-order PDEs with u-dependence

DOI10.1080/03605302.2016.1237963zbMath1362.35090OpenAlexW2521836839MaRDI QIDQ2955383

Robert R. Jensen, Emmanuel Nicholas Barron

Publication date: 25 January 2017

Published in: Communications in Partial Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03605302.2016.1237963

zbMATH Keywords

nodal solutionsBellmanforward backward stochastic controlIsaacs

Mathematics Subject Classification ID

Nonlinear parabolic equations (35K55) Optimal stochastic control (93E20) Nonlinear first-order PDEs (35F20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Viscosity solutions to PDEs (35D40)

Cites Work

• Semicontinuous viscosity solutions for quasiconvex Hamiltonians
• Forward-backward stochastic differential equations and their applications
• Viscosity solutions of Hamilton-Jacobi equations
• On representation formulas for Hamilton Jacobi's equations related to calculus of variations problems
• Controlled Markov processes and viscosity solutions
• Semicontinuous Viscosity Solutions For Hamilton–Jacobi Equations With Convex Hamiltonians
• User’s guide to viscosity solutions of second order partial differential equations
• Uniqueness of Lower Semicontinuous Viscosity Solutions for the Minimum Time Problem
• The value function representing Hamilton–Jacobi equation with Hamiltonian depending on value of solution

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