Viscosity Solutions and Applications: Lectures Given at the 2nd Session of the Centro Internazionale Matematico Estivo (C. I. M. E. ) Held in Montecatini Terme, Italy, June, 12 - 20 1995

The volume comprises five extended surveys on the recent theory of viscosity solutions of fully nonlinear partial differential equations, and some of its most relevant applications to optimal control theory for deterministic and stochastic systems, front propagation, geometric motions and mathematic...

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Hauptverfasser: Bardi, Martino, Crandall, Michael G, Evans, Lawrence C, Soner, Halil M, Souganidis, Panagiotis E, Capuzzo Dolcetta, Italo, Lions, Pierre
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container_volume 1660
creator Bardi, Martino
Crandall, Michael G
Evans, Lawrence C
Soner, Halil M
Souganidis, Panagiotis E
Capuzzo Dolcetta, Italo
Lions, Pierre
description The volume comprises five extended surveys on the recent theory of viscosity solutions of fully nonlinear partial differential equations, and some of its most relevant applications to optimal control theory for deterministic and stochastic systems, front propagation, geometric motions and mathematical finance. The volume forms a state-of-the-art reference on the subject of viscosity solutions, and the authors are among the most prominent specialists. Potential readers are researchers in nonlinear PDE's, systems theory, stochastic processes.
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subjects Calculus of Variations and Optimal Control
Optimization
Differential equations, partial
Distribution (Probability theory
Mathematical optimization
Mathematics
Mathematics and Statistics
Partial Differential Equations
Probability Theory and Stochastic Processes
Viscosity solutions-Congresses
title Viscosity Solutions and Applications: Lectures Given at the 2nd Session of the Centro Internazionale Matematico Estivo (C. I. M. E. ) Held in Montecatini Terme, Italy, June, 12 - 20 1995
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