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arXiv · 2312.01362

Comparison principle for Walsh's spider HJB equations with non linear local time Kirchhoff's boundary transmission

Isaac Ohavi
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Abstract

The main purpose of this work is to obtain a comparison principle for viscosity solutions of a system of elliptic Walsh's spider Hamilton-Jacobi-Bellman equations, possessing a new boundary condition called non linear local-time Kirchhoff's transmission. The main idea is to build test functions at the neighborhood of the vertex solutions of ODE, with well-designed coefficients. The key point is to impose a 'local-time' derivative at the vertex absorbing the error term induced by - what we decide to call here - the Kirchhoff's speed of the Hamiltonians.

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Isaac Ohavi. 2023-12-03. Comparison principle for Walsh's spider HJB equations with non linear local time Kirchhoff's boundary transmission. https://arxiv.org/abs/2312.01362

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