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Dynamic programming and the use of viscosity solutions

Lions, Pierre-Louis (1986), Dynamic programming and the use of viscosity solutions, 25th IEEE Conference on Decision and Control, 1986. Proceedings, IEEE, p. 1680-1681. http://dx.doi.org/10.1109/CDC.1986.267219

Type
Communication / Conférence
Date
1986
Conference title
25th IEEE Conference on Decision and Control, 1986
Conference date
1986-12
Conference city
Athènes
Conference country
Grèce
Book title
25th IEEE Conference on Decision and Control, 1986. Proceedings
Publisher
IEEE
Pages
1680-1681
Publication identifier
Metadata
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Author(s)
Lions, Pierre-Louis
Abstract (EN)
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.
Subjects / Keywords
Viscosity; Dynamic programming; Differential equations