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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, Partial differential equations, Research exposition (monographs, survey articles)
35F20, Partial differential equations -- General first-order equations and systems, Nonlinear first-order equations
35B25, Partial differential equations -- Qualitative properties of solutions, Singular perturbations
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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