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We extend the Barles-Perthame procedure of semi-relaxed limits of viscosity solutions of Hamilton-Jacobi equations of the type f - lambda H f = h. The convergence result allows for equations on a `converging sequence of spaces' as well as…
Choosing how much noise to add in Langevin dynamics is essential for making these algorithms effective in challenging optimization problems. One promising approach is to determine this noise by solving Hamilton-Jacobi-Bellman (HJB)…
We investigate global uniqueness for an inverse problem for a nonlocal diffusion equation on domains that are bounded in one direction. The coefficients are assumed to be unknown and isotropic on the entire space. We first show that the…
We establish new results for path-dependent Hamilton-Jacobi equations with nonlinear monotone, and coercive operators on Hilbert space, which were initially studied in Bayraktar and Keller [J. Funct. Anal., 275 (8) (2018), pp. 2096-2161].…
This article is a continuation of a previous work where we studied infinite horizon control problems for which the dynamic, running cost and control space may be different in two half-spaces of some euclidian space $\R^N$. In this article…
We extend the theory of viscosity solutions to treat scalar-valued doubly-nonlinear evolution equations. Such equations arise naturally in many mechanical models including a dry friction. After providing a suitable definition for…
Nonconservative evolution problems describe irreversible processes and dissipative effects in a broad variety of phenomena. Such problems are often characterised by a conservative part, which can be modelled as a Hamiltonian term, and a…
The goal of this paper is to prove a comparison principle for viscosity solutions of semilinear Hamilton-Jacobi equations in the space of probability measures. The method involves leveraging differentiability properties of the…
We investigate in this work a fully-discrete semi-Lagrangian approximation of second order possibly degenerate Hamilton-Jacobi-Bellman (HJB) equations on a bounded domain with oblique boundary conditions. These equations appear naturally in…
We present in this paper a result about existence and convexity of solutions to a free boundary problem of Bernoulli type, with non constant gradient boundary constraint depending on the outer unit normal. In particular we prove that, in…
In some models involving nonlinear conservation laws, physical mechanisms exist which prevent the formation of shocks. This gives rise to conservation laws with a constraint on the gradient of the solution. We approach this problem by…
We study Hamilton Jacobi Bellman equations in an infinite dimensional Hilbert space, with Lipschitz coefficients, where the Hamiltonian has superquadratic growth with respect to the derivative of the value function, and the final condition…
We consider a robust switching control problem. The controller only observes the evolution of the state process, and thus uses feedback (closed-loop) switching strategies, a non standard class of switching controls introduced in this paper.…
This note studies local integral gradient bounds for distributional solutions of a large class of partial differential inequalities with diffusion in divergence form and power-like first-order terms. The applications of these estimates are…
We give here results on the existence of nonclassical solutions of the Hilbert boundary value problem in terms of the so-called angular limits (along nontangent curves to the boundary) for Beltrami equations with sources in Jordan domains…
Optimal control and the associated second-order path-dependent Hamilton-Jacobi-Bellman (PHJB) equation are studied for unbounded functional stochastic evolution systems in Hilbert spaces. The notion of viscosity solution without…
The recent approach based on Hamiltonian systems and the implicit parametri\-za\-tion theorem, provides a general fixed domain approximation method in shape optimization problems, using optimal control theory. In previous works, we have…
In the first part of this article we deal with the existence of at least three non-trivial weak solutions of a nonlocal problem with nonstandard growth involving a nonlocal Robin type boundary condition. The second part of the article is…
We study the long-time behavior of the unique viscosity solution $u$ of the viscous Hamilton-Jacobi Equation $u_t-\Delta u + |Du|^m = f\hbox{in }\Omega\times (0,+\infty)$ with inhomogeneous Dirichlet boundary conditions, where $\Omega$ is a…
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…