Viscosity solutions of general viscous Hamilton-Jacobi equations
Scott N. Armstrong, Hung V. Tran
TL;DR
This paper develops comparison principles and Lipschitz estimates for degenerate second-order Hamilton-Jacobi equations, advancing the understanding of viscosity solutions in complex constrained settings.
Contribution
It introduces new comparison principles and estimates for viscosity solutions of general viscous Hamilton-Jacobi equations with state constraints.
Findings
Established comparison principles for degenerate equations
Derived Lipschitz estimates for solutions
Analyzed state constraints problems
Abstract
We present comparison principles, Lipschitz estimates and study state constraints problems for degenerate, second-order Hamilton-Jacobi equations.
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Taxonomy
TopicsOptimization and Variational Analysis · Economic theories and models · Quantum chaos and dynamical systems