Abstract
In this paper we review some representation formulas for viscosity solutions in terms of certain variational problems, following an approach due to (Fleming and Vermes, SIAM J Control Optim 27(5):1136-1155, 1989).We consider both the discounted cost infinite horizon problem and the terminal value problem. These formulas are obtained using a relaxed control formulation and then applying duality theory. © Springer-Verlag Berlin Heidelberg 2011.
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CITATION STYLE
Gomes, D. A., & Valdinoci, E. (2011). Duality theory, representation formulas and uniqueness results for viscosity solutions of hamilton-jacobi equations. Springer Proceedings in Mathematics. Springer Verlag. https://doi.org/10.1007/978-3-642-14788-3_28
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