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Viscosity solutions of second-order equations, stochastic control and stochastic differential games. (English) Zbl 0825.49042
Stochastic differential systems, stochastic control theory and applications, Proc. Workshop Minneapolis/Minn. 1986, IMA Vol. Math. Appl. 10, 293-309 (1988).
This is an excellent summary of recent results 9up to early 1988) regarding viscosity solutions of second-order, fully nonlinear, partial differential equations, and their connection with stochastic control theory and gives the ideas behind the proofs.
For the entire collection see [Zbl 0825.49041].

MSC:
49L20 Dynamic programming in optimal control and differential games
91A60 Probabilistic games; gambling
93E20 Optimal stochastic control
93-02 Research exposition (monographs, survey articles) pertaining to systems and control theory
49-02 Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control
35B35 Stability in context of PDEs
35B37 PDE in connection with control problems (MSC2000)