The dynamic programming argument leads to various partial differential equations in finite or in infinite dimensions. The lack of regularity of the value functions makes difficult in general the use of these equations. These difficulties may be solved by the notion of viscosity solutions introduced by M. G. Crandall and the author. In particular, the relations between various control or differential games problems and the associated nonlinear partial differential equations can be completely justified
We develop a viscosity solution theory for a system of nonlinear degenerate parabolic integro-partia...
International audienceWe study an optimal control problem consisting in minimizing the L ∞ norm of a...
International audienceWe study an optimal control problem consisting in minimizing the L ∞ norm of a...
Recent work by the authors [this Journal, 23 (1985), pp. 566-583], has demonstrated the con-nections...
Abstract. We prove a weak version of the dynamic programming principle for standard stochas-tic cont...
Recent work by the authors and others has demonstrated the connections between the dynamic programmi...
This book is a self-contained account of the theory of viscosity solutions for first-order partial d...
Abstract. We prove a weak version of the dynamic programming principle for standard sto-chastic cont...
We prove a weak version of the dynamic programming principle for standard stochastic control problem...
We prove a weak version of the dynamic programming principle for standard stochastic control problem...
International audienceWe prove a weak version of the dynamic programming principle for standard stoc...
International audienceWe prove a weak version of the dynamic programming principle for standard stoc...
We prove a weak version of the dynamic programming principle for standard stochastic control problem...
Abstract. We develop a viscosity solution theory for a system of nonlinear degenerate parabolic inte...
We develop a viscosity solution theory for a system of nonlinear degenerate parabolic integro-partia...
We develop a viscosity solution theory for a system of nonlinear degenerate parabolic integro-partia...
International audienceWe study an optimal control problem consisting in minimizing the L ∞ norm of a...
International audienceWe study an optimal control problem consisting in minimizing the L ∞ norm of a...
Recent work by the authors [this Journal, 23 (1985), pp. 566-583], has demonstrated the con-nections...
Abstract. We prove a weak version of the dynamic programming principle for standard stochas-tic cont...
Recent work by the authors and others has demonstrated the connections between the dynamic programmi...
This book is a self-contained account of the theory of viscosity solutions for first-order partial d...
Abstract. We prove a weak version of the dynamic programming principle for standard sto-chastic cont...
We prove a weak version of the dynamic programming principle for standard stochastic control problem...
We prove a weak version of the dynamic programming principle for standard stochastic control problem...
International audienceWe prove a weak version of the dynamic programming principle for standard stoc...
International audienceWe prove a weak version of the dynamic programming principle for standard stoc...
We prove a weak version of the dynamic programming principle for standard stochastic control problem...
Abstract. We develop a viscosity solution theory for a system of nonlinear degenerate parabolic inte...
We develop a viscosity solution theory for a system of nonlinear degenerate parabolic integro-partia...
We develop a viscosity solution theory for a system of nonlinear degenerate parabolic integro-partia...
International audienceWe study an optimal control problem consisting in minimizing the L ∞ norm of a...
International audienceWe study an optimal control problem consisting in minimizing the L ∞ norm of a...