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Viscosity solution

Код 2409300

  • ISBN: 978-5-5113-7916-6

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High Quality Content by WIKIPEDIA articles! In mathematics, the viscosity solution concept was introduced in the early 1980s by Pierre-Louis Lions and Michael Crandall as a generalization of the classical concept of what is meant by a `solution` to a partial differential equation (PDE). It has been found that the viscosity solution is the natural solution concept to use in many applications of PDE`s, including for example first order equations arising in optimal control (the Hamilton-Jacobi equation), differential games (the Isaacs equation) or front evolution problems, as well as second-order equations such as the ones arising in stochastic optimal control or stochastic differential games.

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ISBN: 978-5-5113-7916-6

Книга находится в категориях

Словари-справочники Экономика Справочники Менеджмент (управление)

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