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Hamilton-Jacobi Equations with Constraints

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Stochastic Differential Systems, Stochastic Control Theory and Applications

Part of the book series: The IMA Volumes in Mathematics and Its Applications ((IMA,volume 10))

Abstract

Let us consider Hamilton-Jacobi equations of the form

$$ u(x) + H(x,Du(x)) = 0,x\in \Omega, $$
(1)

where Ω is a smooth bounded open subset of R n, H is a given continuous real valued function of \((x,p) \in \overline\Omega\times {R^n}\) and \(Du = ({u_{{x_1}}}, \ldots ,{u_{{x_N}}})\) is the gradient of the unknown function u.

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References

  1. I. Capuzzo Dolcetta, P.-L. Lions, Hamilton-Jacobi equations and state constrained problems.

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Author information

Authors and Affiliations

  1. Dipartimento di Matematica, Universita’ di Roma-La Sapienza Piazzale A Moro 5, 00185, Roma, Italia

    I. Capuzzo-Dolcetta

Authors
  1. I. Capuzzo-Dolcetta
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Editor information

Editors and Affiliations

  1. Division of Applied Mathematics, Brown University, 02912, Providence, Rhode Island, USA

    Wendell Fleming

  2. Ceremade, Universite Paris-Dauphine, Place de Lattre de Tassigny, 75775, Paris Cedex 16, France

    Pierre-Louis Lions

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© 1988 Springer-Verlag New York Inc.

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Capuzzo-Dolcetta, I. (1988). Hamilton-Jacobi Equations with Constraints. In: Fleming, W., Lions, PL. (eds) Stochastic Differential Systems, Stochastic Control Theory and Applications. The IMA Volumes in Mathematics and Its Applications, vol 10. Springer, New York, NY. https://doi.org/10.1007/978-1-4613-8762-6_7

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  • DOI: https://doi.org/10.1007/978-1-4613-8762-6_7

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-1-4613-8764-0

  • Online ISBN: 978-1-4613-8762-6

  • eBook Packages: Springer Book Archive

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