2 papers
math.AP2025
A Strict Comparison Principle for Integro-Differential Hamilton-Jacobi-Bellman Equations on Domains with Boundary
Serena Della Corte, Fabian Fuchs, Richard C. Kraaij +1
This work provides a comparison principle for viscosity solutions to boundary value problems on (partially) bounded, cylindrical spaces. The comparison principle is based on a test…
math.AP2024
A comparison principle based on couplings of partial integro-differential operators
Serena Della Corte, Fabian Fuchs, Richard C. Kraaij +1
This paper is concerned with a comparison principle for viscosity solutions to Hamilton-Jacobi (HJ), -Bellman (HJB), and -Isaacs (HJI) equations for general classes of partial inte…