Equivalence of minimax and viscosity solutions of path-dependent Hamilton-Jacobi equations

DOI10.1016/j.jfa.2023.110155zbMath1523.35294arXiv2204.09275OpenAlexW4386247031MaRDI QIDQ6056512

A. R. Plaksin, Mikhail Gomoyunov

Publication date: 2 October 2023

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

Full work available at URL: https://arxiv.org/abs/2204.09275

zbMATH Keywords

variational principleminimax solutionsviscosity solutionspath-dependent Hamilton-Jacobi equations

Mathematics Subject Classification ID

Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15) Viscosity solutions to PDEs (35D40) Hamilton-Jacobi equations (35F21)

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