- Series
- PDE Seminar
- Time
- Tuesday, November 12, 2024 - 3:30pm for 1 hour (actually 50 minutes)
- Location
- Skiles 006
- Speaker
- Christian Keller – University of Central Florida – christian.keller@ucf.edu – https://sciences.ucf.edu/math/person/christian-keller/
- Organizer
- Lukas Wessels
I present a new approach of proving uniqueness for viscosity solutions of fully nonlinear 2nd-order Hamilton-Jacobi-Bellman equations.
This approach is purely probabilistic. It uses the concept of mean viability and the closely related notion of quasi-contingent solution.
Unlike all existing methods in the literature, my approach does not rely on finite-dimensional results.
This is of relevance for genuinely infinite-dimensional open problems.