We investigate comparison and existence results for viscosity solutions of fully nonlinear,
second-order, elliptic, possibly degenerate equations. These results complement those …

The notion of viscosity solutions of scalar fully nonlinear partial differential equations of
second order provides a framework in which startling comparison and uniqueness …

This book is an introduction to optimal stochastic control for continuous time Markov
processes and the theory of viscosity solutions. It covers dynamic programming for …

The problem of recovering a Lambertian surface from a single two-dimensional image may
be written as a first-order nonlinear equation which presents the disadvantage of having …

Hamilton-Jacobi equations and other types of partial differential equa tions of the first order
are dealt with in many branches of mathematics, mechanics, and physics. These equations …

We prove several comparison and existence theorems for viscosity solutions of fully
nonlinear degenerate elliptic equations. One of them extends some recent uniqueness …

(1.1) F (x, u, Du) 0 in, where f is an open subset of RN (we will actually replace RN by a
Banach space in Sections 2 and 3), F: R RNR is continuous, u" fR is the unknown and Du …

The central focus of this book is the control of continuous-time/continuous-space nonlinear
systems. Using new techniques that employ the max-plus algebra, the author addresses …

Discontinuous solutions of deterministic optimal stopping time problems Page 1 RAIRO
MODÉLISATION MATHÉMATIQUE ET ANALYSE NUMÉRIQUE G. BARLES B. PERTHAME …

The authors study the connections between deterministic exit time control problems and
possibly discontinuous viscosity solutions of a first-order Hamilton-Jacobi (HJ) equation up …