Part of the Systems & Control: Foundations & Applications book series (MBC)
Outline of the main ideas on a model problem
The purpose of this introductory chapter is to motivate the relevance of the notion of viscosity solution of partial differential equations of the form
in a Dynamic Programming approach to deterministic optimal control theory.
$$F(x,\,u(x),\,Du(x))\, = \,0$$
KeywordsViscosity Solution Differential Game Pontryagin Maximum Principle Bibliographical Note Viscosity Subsolution
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© Springer Science+Business Media New York 1997