Related papers: On traveling wave solutions to Hamilton-Jacobi-Bel…
In this paper we propose and analyze a method based on the Riccati transformation for solving the evolutionary Hamilton-Jacobi-Bellman equation arising from the stochastic dynamic optimal allocation problem. We show how the fully nonlinear…
In this paper we investigate a dynamic stochastic portfolio optimization problem involving both the expected terminal utility and intertemporal utility maximization. We solve the problem by means of a solution to a fully nonlinear…
This paper presents a new methodology to craft navigation functions for nonlinear systems with stochastic uncertainty. The method relies on the transformation of the Hamilton-Jacobi-Bellman (HJB) equation into a linear partial differential…
We study traveling wave solutions of the nonlinear variational wave equation. In particular, we show how to obtain global, bounded, weak traveling wave solutions from local, classical ones. The resulting waves consist of monotone and…
We present the analytic solution for the stationary quantum HamiltonJacobi equation. Knowing the strong relation between the Riccati and quantum Hamilton-Jacobi equations, we develop a simple method to obtain the exact solution. Then, in…
Jacobian elliptic travelling wave solutions for a new Hamiltonian amplitude equation determining some instabilities of modulated wave train are obtained. By mere variation of the Jacobian elliptic parameter $k^2$ from zero to one, these…
In this paper, we investigate a fully nonlinear evolutionary Hamilton-Jacobi-Bellman (HJB) parabolic equation utilizing the monotone operator technique. We consider the HJB equation arising from portfolio optimization selection, where the…
This report concerns the inverse problem of estimating a spacially dependent coefficient of a partial differential equation from observations of the solution at the boundary. Such a problem can be formulated as an optimal control problem…
We consider the problem of time-optimal path planning for simple nonholonomic vehicles. In previous similar work, the vehicle has been simplified to a point mass and the obstacles have been stationary. Our formulation accounts for a…
We consider an evolution equation of parabolic type in R having a travelling wave solution. We perform an appropriate change of variables which transforms the equation into a non local evolution one having a travelling wave solution with…
The Hamilton-Jacobi-Bellman equation arising from the optimal portfolio selection problem is studied by means of the maximal monotone operator method. The existence and uniqueness of a solution to the Cauchy problem for the nonlinear…
In this paper, we use a traveling wave reduction or a so-called spatial approximation to comprehensively investigate periodic and solitary wave solutions of the modified Benjamin, Bona & Mahony equation (BBM) to include both dissipative and…
Sufficient conditions for either existence or non-existence of traveling wave solutions for a general quasi-linear reaction-diffusion-convection equation, possibly highly degenerate or singular, with discontinuous coefficients are…
We propose a simple algebraic method for generating classes of traveling wave solutions for a variety of partial differential equations of current interest in nonlinear science. This procedure applies equally well to equations which may or…
We present a partial-differential-equation-based optimal path-planning framework for curvature constrained motion, with application to vehicles in 2- and 3-spatial-dimensions. This formulation relies on optimal control theory, dynamic…
We introduce a stochastic version of the optimal transport problem. We provide an analysis by means of the study of the associated Hamilton-Jacobi-Bellman equation, which is set on the set of probability measures. We introduce a new…
We apply the version of the method of simplest equation called modified method of simplest equation for obtaining exact traveling wave solutions of a class of equations that contain as particular case a nonlinear PDE that models shallow…
We obtain weighted uniform estimates for the gradient of the solutions to a class of linear parabolic Cauchy problems with unbounded coefficients. Such estimates are then used to prove existence and uniqueness of the mild solution to a…
We address the problem of optimal path planning for a simple nonholonomic vehicle in the presence of obstacles. Most current approaches are either split hierarchically into global path planning and local collision avoidance, or neglect some…
The aim of this work is to deal with a discontinuous Hamilton-Jacobi equation in the whole euclidian N-dimensional space, associated to a possibly unbounded optimal control problem. Here, the discontinuities are located on a hyperplane and…