Related papers: Algorithm for Hamilton-Jacobi equations in density…
A generalization of the Hamilton-Jacobi theory to arbitrary dynamical systems, including non-Hamiltonian ones, is considered. The generalized Hamilton-Jacobi theory is constructed as a theory of ensemble of identical systems moving in the…
This article proposes a numerical scheme for computing the evolution of vehicular traffic on a road network over a finite time horizon. The traffic dynamics on each link is modeled by the Hamilton-Jacobi (HJ) partial differential equation…
In this paper, we show that the value functions of mean field control problems with common noise are the unique viscosity solutions to fully second-order Hamilton-Jacobi-Bellman equations, in a Crandall-Lions-like framework. We allow the…
The Classic Howard's algorithm, a technique of resolution for discrete Hamilton-Jacobi equations, is of large use in applications for its high efficiency and good performances. A special beneficial characteristic of the method is the…
We propose a new globally convergent numerical method to solve Hamilton-Jacobi equations in $\mathbb{R}^d$, $d \geq 1$. This method is named as the Carleman convexification method. By Carleman convexification, we mean that we use a Carleman…
We provide some new integral estimates for solutions to Hamilton-Jacobi equations and we discuss several consequences, ranging from $L^p$-rates of convergence for the vanishing viscosity approximation to regularizing effects for the Cauchy…
We study a class of optimal control problems with state constraints where the state equation is a differential equation with delays. This class includes some problems arising in economics, in particular the so-called models with time to…
This paper presents the design and analysis of a Hybrid High-Order (HHO) approximation for a distributed optimal control problem governed by the Poisson equation. We propose three distinct schemes to address unconstrained control problems…
With the recent surge of interest in using robotics and automation for civil purposes, providing safety and performance guarantees has become extremely important. In the past, differential games have been successfully used for the analysis…
The geometric framework for the Hamilton-Jacobi theory developed in previous works is extended for multisymplectic first-order classical field theories. The Hamilton-Jacobi problem is stated for the Lagrangian and the Hamiltonian formalisms…
A new approach leading to the formulation of the Hamilton-Jacobi equation for field theories is investigated within the framework of jet-bundles and multi-symplectic manifolds. An algorithm associating classes of solutions to given sets of…
In this paper, for a variety of nonholonomic (reducible) Hamiltonian systems, we first give to various distributional Hamiltonian systems, by analyzing carefully the dynamics and structures of the nonholonomic Hamiltonian systems. Secondly,…
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…
Reachability analysis is important for studying optimal control problems and differential games, which are powerful theoretical tools for analyzing and modeling many practical problems in robotics, aircraft control, among other application…
We present an algorithm for a multi-agent path planning problem with pattern coordination based on dynamic programming and a Hamilton-Jacobi-Bellman equation. This falls broadly into the class of partial differential equation (PDE) based…
This paper is concerned with the spreading speeds of nonlocal dispersal predator-prey systems in shifting habitats under general initial conditions. By employing geometric optics techniques and theory of viscosity solutions, we reformulate…
We study the fine regularity properties of optimal potentials for the dual formulation of the Hellinger--Kantorovich problem (HK), providing sufficient conditions for the solvability of the primal Monge formulation. We also establish new…
We are interested in numerically solving the Hamilton-Jacobi (HJ) equations, which arise in optimal control and many other applications. Oftentimes, such equations are posed in high dimensions, and this poses great numerical challenges.…
The Hamilton--Jacobi formalism generalized to 2--dimensional field theories according to Lepage's canonical framework is applied to several covariant real scalar fields, e.g. massless and massive Klein--Gordon, Sine--Gordon, Liouville and…
This paper is devoted to the stochastic optimal control problem of infinite-dimensional differential systems allowing for both path-dependence and measurable randomness. As opposed to the deterministic path-dependent cases studied by…