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 | |
| Publication status | Published - 1 Jan 2011 |
| Externally published | Yes |
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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 journal › Review article
TY - JOUR
T1 - Duality theory, representation formulas and uniqueness results for viscosity solutions of hamilton-jacobi equations
AU - Gomes, Diogo A.
AU - Valdinoci, Enrico
PY - 2011/1/1
Y1 - 2011/1/1
N2 - 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.
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.
UR - http://www.scopus.com/inward/record.url?scp=84904119962&partnerID=8YFLogxK
U2 - 10.1007/978-3-642-14788-3_28
DO - 10.1007/978-3-642-14788-3_28
M3 - Review article
VL - 2
SP - 361
EP - 386
JO - Springer Proceedings in Mathematics
JF - Springer Proceedings in Mathematics
SN - 2190-5614
ER -