Related papers: Representation of convex Hamilton-Jacobi equations…
We give a new representation formula for solutions to nonconvex first-order Hamilton--Jacobi equations in the periodic setting and present some applications. We then prove the large time behavior for solutions under some additional…
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…
Policy iteration is a widely used technique to solve the Hamilton Jacobi Bellman (HJB) equation, which arises from nonlinear optimal feedback control theory. Its convergence analysis has attracted much attention in the unconstrained case.…
This paper proposes a new framework to model control systems in which a dynamic friction occurs. The model consists in a controlled differential inclusion with a discontinuous right hand side, which still preserves existence and uniqueness…
The geometric formulation of Hamilton--Jacobi theory for systems with nonholonomic constraints is developed, following the ideas of the authors in previous papers. The relation between the solutions of the Hamilton--Jacobi problem with the…
Contraction theory is a recently developed dynamic analysis and nonlinear control system design tool based on an exact differential analysis of convergence. This paper extends contraction theory to local and global stability analysis of…
We consider the class of control systems where the differential equation, state and control system are described by polynomials. Given a set of trajectories and a class of Lagrangians, we are interested to find a Lagrangian in this class…
A general time-inconsistent optimal control problem is considered for stochastic differential equations with deterministic coefficients. Under suitable conditions, a Hamilton-Jacobi-Bellman type equation is derived for the equilibrium value…
We present a proof of qualitative stochastic homogenization for a nonconvex Hamilton-Jacobi equation. The new idea is to introduce a family of "sub-equations" and to control solutions of the original equation by the maximal subsolutions of…
This paper, which is the natural continuation of a previous paper by the same authors, studies a class of optimal control problems with state constraints where the state equation is a differential equation with delays. This class includes…
We give a new perspective on the existence of viscosity solutions for a stationary and a time-dependent first-order Hamilton-Jacobi equation. Following recent comparison principles, we work in a framework in which we consider a subsolution…
We consider the numerical solution of Hamilton-Jacobi-Bellman equations arising in stochastic control theory. We introduce a class of monotone approximation schemes relying on monotone interpolation. These schemes converge under very weak…
This work addresses an optimal control problem constrained by a degenerate kinetic equation of parabolic-hyperbolic type. Using a hypocoercivity framework we establish the well-posedness of the problem and demonstrate that the optimal…
We investigate a singular perturbation for Hamilton-Jacobi equations in an open subset of two dimensional Euclidean space, where the set is determined through a Hamiltonian function and the Hamilton-Jacobi equations are the dynamic…
In this paper, for the Hamilton-Jacobi-Bellman equation with an infinite horizon and state constraints, we construct a suitably regular representation. This allows us to reduce the problem of existence and uniqueness of solutions to the…
We study the homogenization of first-order Hamilton-Jacobi equations on an infinite-dimensional Hilbert space, motivated by systems of infinitely many indistinguishable particles on the torus. A central difficulty is that the analysis takes…
This work is devoted to review the modern geometric description of the Lagrangian and Hamiltonian formalisms of the Hamilton--Jacobi theory. The relation with the "classical" Hamiltonian approach using canonical transformations is also…
We extend some aspects of the Hamilton-Jacobi theory to the category of stochastic Hamiltonian dynamical systems. More specifically, we show that the stochastic action satisfies the Hamilton-Jacobi equation when, as in the classical…
An optimal control problem described by the Hamilton-Jacobi-Bellman equation can be developed into a problem that can be solved by general computational fluid dynamics packages. We describe how this formulation would allow a classical…
We prove stochastic homogenization for a class of non-convex and non-coercive first-order Hamilton-Jacobi equations in a finite-range-dependence environment for Hamiltonians that can be expressed by a max-min formula. Exploiting the…