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Comparison principle for Walsh's spider HJB equations with non linear local time Kirchhoff's boundary transmission
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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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Cited by 1 Pith paper
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Stochastic scattering control of spider diffusion governed by an optimal diffraction probability measure selected from its own local-time
For a spider diffusion with controlled, local-time-dependent branch selection, the value function is characterized as the unique viscosity solution of a HJB system with a nonlinear local-time Kirchhoff boundary condition.
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