Establishes global well-posedness for nonlocal linear equilibrium HJB equations via method of continuity and Schauder estimates, plus local well-posedness for the nonlinear case via linearization and fixed-point arguments.
Sinestrari , On the abstract Cauchy problem of parabolic type in spaces of continuous functions, Journal of Mathematical Analysis and Applications, 107 (1985), pp
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On the Well-posedness of Hamilton-Jacobi-Bellman Equations of the Equilibrium Type
Establishes global well-posedness for nonlocal linear equilibrium HJB equations via method of continuity and Schauder estimates, plus local well-posedness for the nonlinear case via linearization and fixed-point arguments.