Duality theory, representation formulas and uniqueness results for viscosity solutions of hamilton-jacobi equations

Diogo A. Gomes, Enrico Valdinoci

Research output: Contribution to journalReview article

1 Citation (Scopus)

Abstract

In this paper we review some representation formulas for viscosity solutions in terms of certain variational problems, following an approach due to (Fleming and Vermes, SIAM J Control Optim 27(5):1136-1155, 1989).We consider both the discounted cost infinite horizon problem and the terminal value problem. These formulas are obtained using a relaxed control formulation and then applying duality theory.

Original languageEnglish
Pages (from-to)361-386
Number of pages26
JournalSpringer Proceedings in Mathematics
Volume2
DOIs
Publication statusPublished - 1 Jan 2011
Externally publishedYes

Fingerprint

Infinite-horizon Problems
Relaxed Controls
Representation Formula
Duality Theory
Hamilton-Jacobi Equation
Viscosity Solutions
Variational Problem
Uniqueness
Formulation
Costs
Review
Duality theory
Viscosity solutions
Infinite horizon

Cite this

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Duality theory, representation formulas and uniqueness results for viscosity solutions of hamilton-jacobi equations. / Gomes, Diogo A.; Valdinoci, Enrico.

In: Springer Proceedings in Mathematics, Vol. 2, 01.01.2011, p. 361-386.

Research output: Contribution to journalReview article

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