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math.AP2023
Well-posedness of Hamilton-Jacobi equations in the Wasserstein space: non-convex Hamiltonians and common noise
Samuel Daudin, Joe Jackson, Benjamin Seeger
We establish the well-posedness of viscosity solutions for a class of semi-linear Hamilton-Jacobi equations set on the space of probability measures on the torus. In particular, we…
math.AP2023
A comparison principle for semilinear Hamilton-Jacobi-Bellman equations in the Wasserstein space
Samuel Daudin, Benjamin Seeger
The goal of this paper is to prove a comparison principle for viscosity solutions of semilinear Hamilton-Jacobi equations in the space of probability measures. The method involves…