Averaging of the Hamilton-Jacobi equation in infinite dimensions and an application
2000 ◽
Vol 41
(3)
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pp. 372-385
Keyword(s):
AbstractWe study the averaging of the Hamilton-Jacobi equation with fast variables in the viscosity solution sense in infinite dimensions. We prove that the viscosity solution of the original equation converges to the viscosity solution of the averaged equation and apply this result to the limit problem of the value function for an optimal control problem with fast variables.
2015 ◽
Vol 19
(4)
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pp. 1051-1072
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2020 ◽
Vol 26
◽
pp. 109
2019 ◽
Vol 304
(1)
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pp. 110-123
2018 ◽
Vol 24
(2)
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pp. 873-899
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2016 ◽
Vol 170
(1)
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pp. 43-64
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Keyword(s):
2011 ◽
Vol 168
(3)
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pp. 785-801
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1997 ◽
Vol 29
(11)
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pp. 1319-1342
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Keyword(s):
2019 ◽
Vol 29
(08)
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pp. 1413-1464
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2019 ◽
Vol 26
(1)
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Keyword(s):