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arXiv · 2606.31297

Non-linear Stegall's lemma and general Hamilton-Jacobi-Bellman equations on Wasserstein spaces

Charles Bertucci·Pierre-Louis Lions
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Abstract

We present a comparison principle for unbounded viscosity solutions to Hamilton-Jacobi equations on Wasserstein spaces of probability measures over $R^d$ . In addition to the use of standard techniques of viscosity solutions, our approach requires a key extension on Wasserstein spaces of a result of perturbed optimization on Banach spaces due to Stegall.

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Charles Bertucci, Pierre-Louis Lions. 2026-06-30. Non-linear Stegall's lemma and general Hamilton-Jacobi-Bellman equations on Wasserstein spaces. https://arxiv.org/abs/2606.31297

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