Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. In mathematics, the viscosity solution concept was introduced in the early 1980s by Pierre-Louis Lions and Michael Crandall as a generalization of the classical concept of what is meant by a 'solution' to a partial differential equation (PDE). It has been found that the viscosity s ...Full description
Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. In mathematics, the viscosity solution concept was introduced in the early 1980s by Pierre-Louis Lions and Michael Crandall as a generalization of the classical concept of what is meant by a 'solution' to a partial differential equation (PDE). It has been found that the viscosity solution is the natural solution concept to use in many applications of PDE's, including for example first order equations arising in optimal control (the Hamilton-Jacobi-Bellman equation), differential games (the Isaacs equation) or front evolution problems, as well as second-order equations such as the ones arising in stochastic optimal control or stochastic differential games.