Envelope viscosity solutions of first- and second-order PDEs with u-dependence

被引:0
|
作者
Barron, Emmanuel N. [1 ]
Jensen, Robert R. [1 ]
机构
[1] Loyola Univ Chicago, Dept Math & Stat, Chicago, IL 60660 USA
基金
美国国家科学基金会;
关键词
Bellman; envelope; Forward Backward; Isaacs; Nodal; nonlinear partial differential equation; viscosity solution; CONVEX HAMILTONIANS; EQUATIONS;
D O I
10.1080/03605302.2016.1237963
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
General envelope methods are introduced which may be used to embed equations with u-dependence into equations without solution dependence. Furthermore, these methods present a rigorous way to consider so-called nodal solutions. That is, if w(t,x,z) is the viscosity solution of some pde, the nodal solution of an associated pde is a function u(t,x) so that w(t,x,u(t,x))=0. Examples are given to first- and second-order pdes arising in optimal control, differential games, minimal time problems, scalar conservation laws, geometric-type equations, and forward backward stochastic control.
引用
收藏
页码:1960 / 1984
页数:25
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