[Unicité aux équations d'Hamilton–Jacobi–Bellman elliptiques et paraboliques avec frontière irrégulière.]
Dans le cadre de la théorie des solutions de viscosité, on donne une extension du principe de comparaison fort pour l'équation d'Hamilton–Jacobi–Bellman (HJB) avec condition au bord de type Dirichlet au cas de certains domaines irréguliers. En particulier, ce résultat est applicable aux problèmes paraboliques posés dans des domaines cylindriques.
In the framework of viscosity solutions, we give an extension of the strong comparison result for Hamilton–Jacobi–Bellman (HJB) equations with Dirichlet boundary conditions to the case of some non-smooth domains. In particular, it may be applied to parabolic problems on cylindrical domains.
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@article{CRMATH_2004__339_8_555_0,
author = {Chaumont, S\'ebastien},
title = {Uniqueness to elliptic and parabolic {Hamilton{\textendash}Jacobi{\textendash}Bellman} equations with non-smooth boundary},
journal = {Comptes Rendus. Math\'ematique},
pages = {555--560},
publisher = {Elsevier},
volume = {339},
number = {8},
year = {2004},
doi = {10.1016/j.crma.2004.08.009},
language = {en},
url = {http://www.numdam.org/articles/10.1016/j.crma.2004.08.009/}
}
TY - JOUR AU - Chaumont, Sébastien TI - Uniqueness to elliptic and parabolic Hamilton–Jacobi–Bellman equations with non-smooth boundary JO - Comptes Rendus. Mathématique PY - 2004 SP - 555 EP - 560 VL - 339 IS - 8 PB - Elsevier UR - http://www.numdam.org/articles/10.1016/j.crma.2004.08.009/ DO - 10.1016/j.crma.2004.08.009 LA - en ID - CRMATH_2004__339_8_555_0 ER -
%0 Journal Article %A Chaumont, Sébastien %T Uniqueness to elliptic and parabolic Hamilton–Jacobi–Bellman equations with non-smooth boundary %J Comptes Rendus. Mathématique %D 2004 %P 555-560 %V 339 %N 8 %I Elsevier %U http://www.numdam.org/articles/10.1016/j.crma.2004.08.009/ %R 10.1016/j.crma.2004.08.009 %G en %F CRMATH_2004__339_8_555_0
Chaumont, Sébastien. Uniqueness to elliptic and parabolic Hamilton–Jacobi–Bellman equations with non-smooth boundary. Comptes Rendus. Mathématique, Tome 339 (2004) no. 8, pp. 555-560. doi : 10.1016/j.crma.2004.08.009. http://www.numdam.org/articles/10.1016/j.crma.2004.08.009/
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