Radon-Nikodym theorem in L∞

Applied Mathematics and Optimization

Volumn 42, Issue 2, 2000, Pages 103-126

  Barron, E N ^a   Cardaliaguet, P ^b   Jensen, R R ^a  

^a LOYOLA UNIVERSITY CHICAGO   (United States)

^b UNIVERSITÉ PARIS DAUPHINE   (France)

Author keywords

Lax formula; Radon Nikodym; Riesz

Indexed keywords

EID: 0010174409     PISSN: 00954616     EISSN: None     Source Type: Journal    
DOI: 10.1007/s002450010006     Document Type: Article

References (12)

1. M. Akian, Theory of cost measures: convergence of decision variables, Tech. Report 2611, INRIA, 1995.
2. M. Akian, J.-P. Quadrat, and M. Viot, Duality between probability and optimization, Preprint.
3. M. Akian, J.-P. Quadrat, and M. Viot, Bellman Processes, 11th International Conf. Anal. Optim. of Systems, Lecture Notes in Control and Information Science, no. 199, Springer-Verlag, London, 1994.
4. O. Alvarez, E. N. Barren, and H. Ishii, Hopf Lax formulas for semicontinuous data, Indiana Univ. Math. J. 48(1999), 993-1035.
5. M. Bardi and I. Capuzzo-Dolcetta, Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations, Birkhäuser, Boston, 1997.
6. E. N. Barron and R. Jensen, Semicontinuous viscosity solutions for Hamilton-Jacobi equations with convex Hamiltonians, Comm. Partial Differential Equations 15(12) (1990), 1713-1742.
7. t, + H(u, Du) = 0, J. Differential Equations 126(1) (1996), 48-61.
8. E. Hewitt and K. Stromberg, Real and Abstract Analysis, Springer-Verlag, Berlin, 1965.
9. V. N. Kolokoltsov and V Maslov, The Cauchy problems for the homogeneous Bellman equation, Soviet Math. Dokl. 36(2) (1988) 326-330.
10. V. Maslov, Methodes operatorielles, Editions Mir, Moscow, 1987.
11. V. Maslov and V. N. Kolokoltsov, Idempotent Analysis and Its Application to Optimal Control Theory, Nauka, Moscow, 1994, in Russian.
12. V. Maslov and S. Samborskii Editors, Idempotent Analysis, Advances in Soviet Mathematics, vol. 13, Amer. Math. Soc., Providence, RI, 1992.