Hausdorff continuous viscosity solutions of Hamilton-Jacobi equations and their numerical analysis

The theory of viscosity solutions was developed for certain types of nonlinear first-order and second-order partial differential equations. It has been particularly useful in describing the solutions of partial differential equations associated with deterministic and stochastic optimal control probl...

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Bibliographic Details
Main Author: Minani, Froduald
Other Authors: Anguelov, Roumen
Published: University of Pretoria 2013
Subjects:
Online Access:http://hdl.handle.net/2263/25363
http://upetd.up.ac.za/thesis/available/etd-06092008-113253/