viscosity solution theory

Applying viscosity-solution methods to derive and analyze Hamilton–Jacobi–Bellman (HJB) equations, prove verification theorems, and obtain necessary conditions that characterize optimal or equilibrium policies and region partitions (e.g., waiting vs. action regions). Focuses on weak-solution techniques for non-smooth or degenerate PDEs arising in control and optimal stopping.

viscositysolutiontheory

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Hot Scholars

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Satyvir Singh

RWTH Aachen University, Germany
DG methodCFDHydrodynamics instabilitiesMoment methods
MS

Maurice S. Fabien

Massachusetts Institute of Technology, Schwarzman College of Computing
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Antonio Huerta

Professor, Universitat Politecnica de Catalunya (UPC)
computational engineeringcomputational mechanicscomputational science and engineeringcomputational mathematics
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Matteo Giacomini

Laboratori de Càlcul Numèric (LaCàN), Universitat Politècnica de Catalunya - CIMNE
Computational Science and EngineeringScientific Machine LearningShape/Topology OptimisationCFD
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Yesom Park

University of California, Los Angeles