Equivalence between Strict Viscosity Solution and Viscosity Solution in the Wasserstein Space and Regular Extension of the Hamiltonian in L ² _ℙ

This article aims to build bridges between several notions of viscosity solution of first order dynamic Hamilton-Jacobi equations. The first main result states that, under assumptions, the definitions of Gangbo-Nguyen-Tudorascu and Marigonda-Quincampoix are equivalent. Secondly, to make the link with Lions' definition of solution, we build a regular extension of the Hamiltonian in

. This extension allows to give an existence result of viscosity solution in the sense of Gangbo-Nguyen-Tudorascu, as a corollary of the existence result in

L^2_{\mathbb P}\times L^2_{\mathbb P} L P 2 × L P 2

. We also give a comparison principle for rearrangement invariant solutions of the extended equation. Finally we illustrate the interest of the extended equation by an example in Multi-Agent Control.