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Solutions de viscosité des équations de Hamilton-Jacobi / Guy Barles

Auteur principal : Barles, Guy, 1959-, AuteurType de document : MonographieCollection : Mathématiques et applications, 17Langue : français.Pays : Allemagne.Éditeur : Berlin : Springer-Verlag, 1994Description : 1 vol. (IX-194 p.) ; 25 cmISBN : 3540584226.ISSN : 1154-483X.Bibliographie : Exercices et notes bibliogr. à la fin de chaque chapitre. Bibliogr. p. [177]-187. Index.Sujet MSC : 35-02, Research exposition (monographs, survey articles) pertaining to partial differential equations
35F20, General first-order partial differential equations and systems of first-order PDEs, Nonlinear first-order PDEs
35B25, Qualitative properties of solutions to partial differential equations, Singular perturbations in context of PDEs
En-ligne : Zentralblatt | MathSciNet
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Exercices et notes bibliogr. à la fin de chaque chapitre. Bibliogr. p. [177]-187. Index

The goal of this book is to present the theory of viscosity solutions for first order Hamilton-Jacobi equations and the applications to deterministic optimal control and similar perturbations. The first half of the book deals with continuous viscosity solutions, while the second half deals with discontinuous solutions. Existence (via Perron’s method), uniqueness, and stability results are presented in a clear manner. Infinite and finite horizon, stopping time, and impulse control problems are described. Problems with state constraints and reflected trajectories are also treated. (Zentralblatt)

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