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Existence results for convex Hamiltonians
16 other sections not shown
addition apply argument assume assumptions boundary bounded Chapter characteristics choose claim compact concerning conclude condition connected consider continuous converges convex CORN course deduce define definition denote differentiable domain easily easy estimates example exists explain extensions fact Finally function give given goes H is convex H satisfies H(Du H(Dv Hamilton-Jacobi equations Hamiltonian hand holds implies inequality introduce Lemma Lipschitz locally maximum mention method obtain obviously optimal control P.L.Lions particular possible preceding present problem proof of Theorem prove question recall regularity REMARK resp satisfies semi-concave similar simple smooth solves supersolution Theorem 2.1 theory tion treat uniformly unique various viscosity solution viscosity subsolution yields
Controlled Markov Processes and Viscosity Solutions
Wendell H. Fleming,Halil Mete Soner
No preview available - 2006
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Nonlinear Functional Analysis and Its Applications: Part 2 B: Nonlinear ...
No preview available - 1989