Remarks on Schauder Estimates and Existence of Classical Solutions for a Class of Uniformly Parabolic Hamilton–Jacobi–Bellman Integro-PDEs

Chenchen Mou

doi:10.1007/s10884-018-9649-z

Remarks on Schauder Estimates and Existence of Classical Solutions for a Class of Uniformly Parabolic Hamilton–Jacobi–Bellman Integro-PDEs

Chenchen Mou^*

^*Corresponding author for this work

Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

6 Citations (Scopus)

Abstract

We prove Schauder estimates and obtain existence of classical solutions of Dirichlet initial boundary value problems for a class of uniformly parabolic non-local Hamilton–Jacobi–Bellman equations.

Original language	English
Pages (from-to)	719-743
Journal	Journal of Dynamics and Differential Equations
Volume	31
Issue number	2
Online published	26 Feb 2018
DOIs	https://doi.org/10.1007/s10884-018-9649-z
Publication status	Published - 1 Jun 2019
Externally published	Yes

Research Keywords

Hamilton–Jacobi–Bellman equation
Integro-PDE
Schauder estimates
Viscosity solution

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10.1007/s10884-018-9649-z

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title = "Remarks on Schauder Estimates and Existence of Classical Solutions for a Class of Uniformly Parabolic Hamilton–Jacobi–Bellman Integro-PDEs",

abstract = "We prove Schauder estimates and obtain existence of classical solutions of Dirichlet initial boundary value problems for a class of uniformly parabolic non-local Hamilton–Jacobi–Bellman equations.",

keywords = "Hamilton–Jacobi–Bellman equation, Integro-PDE, Schauder estimates, Viscosity solution, Hamilton–Jacobi–Bellman equation, Integro-PDE, Schauder estimates, Viscosity solution, Hamilton–Jacobi–Bellman equation, Integro-PDE, Schauder estimates, Viscosity solution",

author = "Chenchen Mou",

year = "2019",

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doi = "10.1007/s10884-018-9649-z",

language = "English",

volume = "31",

pages = "719--743",

journal = "Journal of Dynamics and Differential Equations",

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T1 - Remarks on Schauder Estimates and Existence of Classical Solutions for a Class of Uniformly Parabolic Hamilton–Jacobi–Bellman Integro-PDEs

AU - Mou, Chenchen

PY - 2019/6/1

Y1 - 2019/6/1

N2 - We prove Schauder estimates and obtain existence of classical solutions of Dirichlet initial boundary value problems for a class of uniformly parabolic non-local Hamilton–Jacobi–Bellman equations.

AB - We prove Schauder estimates and obtain existence of classical solutions of Dirichlet initial boundary value problems for a class of uniformly parabolic non-local Hamilton–Jacobi–Bellman equations.

KW - Hamilton–Jacobi–Bellman equation

KW - Integro-PDE

KW - Schauder estimates

KW - Viscosity solution

KW - Hamilton–Jacobi–Bellman equation

KW - Integro-PDE

KW - Schauder estimates

KW - Viscosity solution

KW - Hamilton–Jacobi–Bellman equation

KW - Integro-PDE

KW - Schauder estimates

KW - Viscosity solution

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UR - https://www.scopus.com/record/pubmetrics.uri?eid=2-s2.0-85042538675&origin=recordpage

U2 - 10.1007/s10884-018-9649-z

DO - 10.1007/s10884-018-9649-z

M3 - RGC 21 - Publication in refereed journal

SN - 1040-7294

VL - 31

SP - 719

EP - 743

JO - Journal of Dynamics and Differential Equations

JF - Journal of Dynamics and Differential Equations

IS - 2

ER -

Remarks on Schauder Estimates and Existence of Classical Solutions for a Class of Uniformly Parabolic Hamilton–Jacobi–Bellman Integro-PDEs

Abstract

Research Keywords

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