Hamilton-Jacobi-Bellman equations with fast gradient-dependence
نویسندگان
چکیده
منابع مشابه
Hamilton-Jacobi-Bellman Equations
This work treats Hamilton-Jacobi-Bellman equations. Their relation to several problems in mathematics is presented and an introduction to viscosity solutions is given. The work of several research articles is reviewed, including the Barles-Souganidis convergence argument and the inaugural papers on mean-field games. Original research on numerical methods for Hamilton-Jacobi-Bellman equations is...
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ژورنال
عنوان ژورنال: Indiana University Mathematics Journal
سال: 2000
ISSN: 0022-2518
DOI: 10.1512/iumj.2000.49.1736