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Duality Theory, Representation Formulas and Uniqueness Results for Viscosity Solutions of Hamilton-Jacobi Equations
Conference proceeding

Duality Theory, Representation Formulas and Uniqueness Results for Viscosity Solutions of Hamilton-Jacobi Equations

Diogo A. Gomes and Enrico Valdinoci
DYNAMICS, GAMES AND SCIENCE II, Vol.2, pp.361-386
Springer Proceedings in Mathematics
01/01/2011
DOI: https://doi.org/10.1007/978-3-642-14788-3_28

Abstract

Mathematics Mathematics, Applied Physical Sciences Science & Technology
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.

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