Statistique - Probabilités - Optimisation et Contrôle

Averil Aussedat (INSA Rouen) - Viscosity solutions of monotone PDEs in some metric spaces

Europe/Paris
Description

We introduce viscosity solutions to some monotone nonlinear PDEs, and the particular case of control problems. This class of equations can be extended to some metric spaces, provided one has well-posedness of controlled dynamical systems, and a first-order calculus. We discuss the cases of CAT and CBB spaces, with a particular focus on the Wasserstein space.