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 …

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 …

The Black-Scholes model [6, 23] has gained wide recognition on financial markets. One of
its shortcomings, however, is that it is inconsistent with most observed option prices …

In this course, we first present an elementary introduction to the concept of viscosity
solutions for first-order Hamilton–Jacobi Equations: definition, stability and comparison …

This article deals with the so-called Shape-from-Shading problem which arises when
recovering a shape from a single image. The general case of a distribution of light sources …

The book is an almost self-contained presentation of the most important concepts and
results in viability and invariance. The viability of a set K with respect to a given function (or …

This paper considers an infinite horizon investment-consumption model in which a single
agent consumes and distributes his wealth in two assets, a bond and a stock. The problem …