An unusual duality principle for fully nonlinear equations

Series
PDE Seminar
Time
Tuesday, September 21, 2010 - 3:00pm for 1 hour (actually 50 minutes)
Location
Skiles 255
Speaker
Professor Scott Armstrong – University of Chicago
Organizer
Ronghua Pan
We discuss how to solve a Hamilton-Jacobi-Bellman equation ``at resonance." Our characterization is in terms of invariant measures and is analogous to the Fredholm alternative in the linear case.