Fully nonlinear elliptic equations and applications

Lions, Pierre-Louis

Displaying similar documents to “Fully nonlinear elliptic equations and applications”

Uniqueness of values of Aronsson operators and running costs in “tug-of-war” games

Yifeng Yu (2009)

Annales de l'I.H.P. Analyse non linéaire

Similarity:

A new definition of viscosity solutions for a class of second-order degenerate elliptic integro-differential equations

Mariko Arisawa (2006)

Annales de l'I.H.P. Analyse non linéaire

Similarity:

On the Dirichlet problem for nonlinear degenerate elliptic equations and applications to optimal control.

Bardi, M., Bottacin, S. (1998)

Rendiconti del Seminario Matematico

Similarity:

A boundary value problem of the Dirichlet type for Hamilton-Jacobi equations

Hitoshi Ishii (1989)

Annali della Scuola Normale Superiore di Pisa - Classe di Scienze

Similarity:

An approach of deterministic control problems with unbounded data

G. Barles (1990)

Annales de l'I.H.P. Analyse non linéaire

Similarity:

Viscosity solutions associated with impulse control problems for piecewise-deterministic processes.

Lenhart, Suzanne M. (1989)

International Journal of Mathematics and Mathematical Sciences

Similarity:

Viscosity solutions of the Bellman equation for exit time optimal control problems with non-Lipschitz dynamics

Michael Malisoff (2001)

ESAIM: Control, Optimisation and Calculus of Variations

Similarity:

We study the Bellman equation for undiscounted exit time optimal control problems with fully nonlinear lagrangians and fully nonlinear dynamics using the dynamic programming approach. We allow problems whose non-Lipschitz dynamics admit more than one solution trajectory for some choices of open loop controls and initial positions. We prove a uniqueness theorem which characterizes the value functions of these problems as the unique viscosity solutions of the corresponding Bellman equations...