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 › peer-review

4 Scopus citations

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 (US)
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
State	Published - 2011
Externally published	Yes

ASJC Scopus subject areas

General Mathematics
Statistics, Probability and Uncertainty

Access to Document

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

Cite this

@article{e794b13f4f67497c93c89368224a3b08,

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

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.",

author = "Gomes, {Diogo A.} and Enrico Valdinoci",

year = "2011",

doi = "10.1007/978-3-642-14788-3_28",

language = "English (US)",

volume = "2",

pages = "361--386",

journal = "Springer Proceedings in Mathematics",

issn = "2190-5614",

}

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

Y1 - 2011

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

AN - SCOPUS:84904119962

SN - 2190-5614

VL - 2

SP - 361

EP - 386

JO - Springer Proceedings in Mathematics

JF - Springer Proceedings in Mathematics

ER -

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

Abstract

ASJC Scopus subject areas

Access to Document

Other files and links

Fingerprint

Cite this