Related papers: The inverse problem for Hamilton-Jacobi equations …
Subdiffusive motion takes place at a much slower timescale than diffusive motion. As a preliminary step to studying reaction-subdiffusion pulled fronts, we consider here the hyperbolic limit $(t,x) \to (t/\varepsilon, x/\varepsilon)$ of an…
In this paper, we consider the inverse problem of recovering a time-dependent nonlinearity for a third order nonlinear acoustic equation, which is known as the Jordan-Moore-Gibson-Thompson equation (J-M-G-T equation for short). This third…
We propose a novel formulation for approximating reachable sets through a minimum discounted reward optimal control problem. The formulation yields a continuous solution that can be obtained by solving a Hamilton-Jacobi equation.…
Here we study the nonnegative solutions of the viscous Hamilton-Jacobi equation [u_{t}-\Delta u+|\nabla u|^{q}=0] in $Q_{\Omega,T}=\Omega\times(0,T),$ where $q>1,T\in(0,\infty] ,$ and $\Omega$ is a smooth bounded domain of $\mathbb{R}%…
This work addresses an inverse reconstruction task for a time-fractional pseudo-parabolic model with a temporally varying coefficient. By imposing Dirichlet boundary conditions, we aim to recover the unknown initial state from observations…
Highly concentrated patterns have been observed in a spatially heterogeneous, nonlocal, model of BGK type implementing a velocity-jump process. We study both a linear and a nonlinear case and describe the concentration profile. In…
We study the large time behavior of the sublinear viscosity solution to a singular Hamilton-Jacobi equation that appears in a critical Coagulation-Fragmentation model with multiplicative coagulation and constant fragmentation kernels. Our…
We describe the family of initial conditions for Hamilton-Jacobi equations (HJE) corresponding to optimal control problems that can be retrieved by solving HJE backward in time.
For a Hamilton-Jacobi equation defined on a network, we introduce its vanishing viscosity approximation. The elliptic equation is given on the edges and coupled with Kirchhoff-type conditions at the transition vertices. We prove that there…
The paper deals with path-dependent Hamilton-Jacobi equations with a coinvariant derivative which arise in investigations of optimal control problems and differential games for neutral-type systems in Hale's form. A viscosity (generalized)…
In this paper we show that the maximal viscosity solution of a class of quasi-convex Hamilton--Jacobi equations, coupled with inequality constraints on the boundary, can be recovered by taking the limit as $p\to\infty$ in a family of…
We study the convergence rates of policy iteration (PI) for nonconvex viscous Hamilton--Jacobi equations using a discrete space-time scheme, where both space and time variables are discretized. We analyze the case with an uncontrolled…
This paper develops a framework for establishing the existence of solutions to the equilibrium Hamilton-Jacobi-Bellman (EHJB) equation arising in time-inconsistent stochastic control problems. The time-inconsistency in our setting arises…
This paper investigates the optimal control problems for the finite-horizon continuous-time Markov decision processes with delay-dependent control policies. We develop compactification methods in decision processes, and show that the…
The paper introduces a method to solve inverse problems for hyperbolic systems where the leading order terms are non-linear. We apply the method to the coupled Einstein-scalar field equations and study the question whether the structure of…
We propose a new numerical method for solving the Hamilton-Jacobi-Bellman quasi-variational inequality associated with the combined impulse and stochastic optimal control problem over a finite time horizon. Our method corresponds to an…
In this article, we consider the infinite-horizon reach-avoid (RA) and stabilize-avoid (SA) zero-sum game problems for general nonlinear continuous-time systems, where the goal is to find the set of states that can be controlled to reach or…
The paper studies a system of Hamilton-Jacobi equations, arising from a stochastic optimal debt management problem in an infinite time horizon with exponential discount, modeled as a noncooperative interaction between a borrower and a pool…
We study the large time behavior of Lipschitz continuous, possibly unbounded, viscosity solutions of Hamilton-Jacobi Equations in the whole space $\R^N$. The associated ergodic problem has Lipschitz continuous solutions if the analogue of…
A novel method for computing reachable sets is proposed in this paper. In the proposed method, a Hamilton-Jacobi-Bellman equation with running cost functionis numerically solved and the reachable sets of different time horizons are…