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

Diogo A. Gomes; Enrico Valdinoci

doi:10.1007/978-3-642-14788-3_28

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

Diogo A. Gomes, Enrico Valdinoci

Research output: Contribution to journal › Review article

2 Citations (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 language	English
Pages (from-to)	361-386
Number of pages	26
Journal	Springer Proceedings in Mathematics
Volume	2
DOIs	https://doi.org/10.1007/978-3-642-14788-3_28
Publication status	Published - 1 Jan 2011
Externally published	Yes

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10.1007/978-3-642-14788-3_28

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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.",

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AU - Valdinoci, Enrico

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AB - 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.

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