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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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Bibliographic Details
Main Authors: Bardi, Martino, Crandall, Michael G. (Author), Evans, Lawrence C. (Author), Soner, Halil M. (Author)
Format: eBook
Language:English
Published: Berlin, Heidelberg Springer Berlin Heidelberg 1997, 1997
Edition:1st ed. 1997
Series:C.I.M.E. Foundation Subseries
Subjects:
Calculus Of Variations And Optimization
Probability Theory
Differential Equations
Mathematical Optimization
Calculus Of Variations
Probabilities
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
Table of Contents:
  • Viscosity solutions: A primer
  • Some applications of viscosity solutions to optimal control and differential games
  • Regularity for fully nonlinear elliptic equations and motion by mean curvature
  • Controlled markov processes, viscosity solutions and applications to mathematical finance
  • Front propagation: Theory and applications

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