A Strict Comparison Principle for Integro-Differential Hamilton-Jacobi-Bellman Equations on Domains with Boundary
Authors
Serena Della Corte, Fabian Fuchs, Richard C. Kraaij, Max Nendel
Categories
Abstract
This work provides a comparison principle for viscosity solutions to boundary value problems on (partially) bounded, cylindrical spaces. The comparison principle is based on a test function framework, that allows for the simultaneous treatment of diffusive as well as jump terms. Estimates in the proof of the comparison principle incorporate the use of Lyapunov functions that act as growth bounds for the solutions, effectively yielding a theory for unbounded viscosity solutions. We apply the results to a wide class of parabolic equations and elliptic problems on a space with corners.
A Strict Comparison Principle for Integro-Differential Hamilton-Jacobi-Bellman Equations on Domains with Boundary
Categories
Abstract
This work provides a comparison principle for viscosity solutions to boundary value problems on (partially) bounded, cylindrical spaces. The comparison principle is based on a test function framework, that allows for the simultaneous treatment of diffusive as well as jump terms. Estimates in the proof of the comparison principle incorporate the use of Lyapunov functions that act as growth bounds for the solutions, effectively yielding a theory for unbounded viscosity solutions. We apply the results to a wide class of parabolic equations and elliptic problems on a space with corners.
Authors
Serena Della Corte, Fabian Fuchs, Richard C. Kraaij et al. (+1 more)
Click to preview the PDF directly in your browser