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VISCOSITY SOLUTIONS DEFINED BY RIGHT DIFFERENTIALS

VISCOSITY SOLUTIONS DEFINED BY RIGHTDIFFERENTIALS
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摘要 Abstract. It is proved that for some partial differential equations, the classical notion ofviscosity solution can be defined via right-subdifferentials and superdifferentials of contin-uous functions. Abstract. It is proved that for some partial differential equations, the classical notion ofviscosity solution can be defined via right-subdifferentials and superdifferentials of contin-uous functions.
出处 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2002年第2期146-154,共9页 系统科学与复杂性学报(英文版)
基金 Science Foundation of Education Ministry of China.
关键词 哈密顿-雅可比-Bellman方程 粘滞性解 可微性 Viscosity solution, subdifferential, superdifferential, right-differential.
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参考文献3

  • 1M. G. Crandall, and P. L. Lions, Viscosity solutions of Hamilton-Jacobi equations, Trans. Amer.Math. Soc., 1983, 227(1): 1-42.
  • 2M. G. Crandall, and P. L. Lions, Hamilton-Jacobi equations in infinite dimensions, I. Uniqueness of Viscosity solutions, J. Funct. Anal, 1985, 62: 379-396.
  • 3J. Yong, and X. Y. Zhou, Stochastic Controls: Hamiltonian System and HJB Equations, Springer-Verlag Press, 1999.

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