Hamilton-Jacobi Equations: Approximations, Numerical Analysis and Applications: Cetraro, Italy 2011, Editors: Paola Loreti, Nicoletta Anna Tchou
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By Yves Achdou, Guy Barles, Hitoshi Ishii, Grigory L. Litvinov, Paola Loreti (Adapted by), Nicoletta Tchou (Adapted by)
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These Lecture Notes contain the material relative to the courses given at the CIME summer school held in Cetraro, Italy from August 29 to September 3, 2011. The topic was "Hamilton-Jacobi Equations: Approximations, Numerical Analysis and Applications". The courses dealt mostly with the following subjects: first order and second order Hamilton-Jacobi-Bellman equations, properties of viscosity solutions, asymptotic behaviors, mean field games, approximation and numerical methods, idempotent a...























