EQUIVALENCE BETWEEN STRICT VISCOSITY SOLUTION AND VISCOSITY SOLUTION IN THE WASSERSTEIN SPACE AND REGULAR EXTENSION OF THE HAMILTONIAN IN L 2 IP
Résumé
This article aims to build bridges between several notions of viscosity solution of first order dynamic Hamilton-Jacobi equations. The first main result states that, under assumptions, the definitions of Gangbo-Nguyen-Tudorascu and Marigonda-Quincampoix are equivalent. Secondly, to make the link with Lions' definition of solution, we build a regular extension of the Hamiltonian in L 2 IP ×L 2 IP . This extension allows to give an existence result of viscosity solution in the sense of Gangbo-Nguyen-Tudorascu, as a corollary of the existence result in L 2 IP × L 2 IP . We also give a comparison principle for rearrangement invariant solutions of the extended equation. Finally we illustrate the interest of the extended equation by an example in Multi-Agent Control.
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