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Publications de l'Institut Mathématique
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A.L. Yakymiv (2002)
Publications de l'Institut Mathématique
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We prove existence and uniqueness of viscosity solutions of Cauchy problems for fully nonlinear unbounded second order Hamilton-Jacobi-Bellman-Isaacs equations defined on the product of two infinite-dimensional Hilbert spaces H'× H'', where H'' is separable. The equations have a special "separated" form in the sense that the terms involving second derivatives are everywhere defined, continuous and depend only on derivatives with respect to x'' ∈ H'', while the unbounded terms are of...
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