A class of Hamilton-Jacobi equations with unbounded coefficients in Hilbert spaces

Authors
Shimano, K
Citation
K. Shimano, A class of Hamilton-Jacobi equations with unbounded coefficients in Hilbert spaces, APPL MATH O, 45(1), 2002, pp. 75-98
Citations number
13
Categorie Soggetti
Mathematics
Journal title
APPLIED MATHEMATICS AND OPTIMIZATION
ISSN journal
00954616 → ACNP
Volume
45
Issue
1
Year of publication
2002
Pages
75 - 98
Database
ISI
SICI code
0095-4616(200201/02)45:1<75:ACOHEW>2.0.ZU;2-H
Abstract
We establish existence and comparison theorems for a class of Hamilton-Jaco bi equations. The class of Hamilton-Jacobi equations includes and is broade r than those studied in [8]. We apply the existence and uniqueness results to characterizing the value functions associated with the optimal control o f systems governed by partial differential equations of parabolic type.