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Viscosity Solutions

  • Giorgio Fabbri
  • Fausto GozziEmail author
  • Andrzej Święch
Part of the Probability Theory and Stochastic Modelling book series (PTSM, volume 82)

Abstract

This chapter is devoted to the theory of viscosity solutions of Hamilton–Jacobi–Bellman equations in Hilbert spaces.

Copyright information

© Springer International Publishing AG 2017

Authors and Affiliations

  • Giorgio Fabbri
    • 1
  • Fausto Gozzi
    • 2
    Email author
  • Andrzej Święch
    • 3
  1. 1.Aix-Marseille School of EconomicsCNRS, Aix-Marseille University, EHESS, Centrale MarseilleMarseilleFrance
  2. 2.Dipartimento di Economia e FinanzaUniversità LUISS - Guido CarliRomeItaly
  3. 3.School of MathematicsGeorgia Institute of TechnologyAtlantaUSA

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