Related papers: On classical solutions and canonical transformatio…
In this work, we consider the following two- and three-dimensional stochastic convective Brinkman-Forchheimer (SCBF) equations in torus $\mathbb{T}^d,\ d\in\{2,3\}$: \begin{align*} \mathrm{d}\boldsymbol{u}+\left[-\mu…
In this paper we study the existence of sufficiently regular representations of Hamilton-Jacobi equations in optimal control theory with the compact control set. We introduce a new method to construct representations for a wide class of…
We establish existence and uniqueness of minimax solutions for a fairly general class of path-dependent Hamilton-Jacobi equations. In particular, the relevant Hamiltonians can contain the solution and they only need to be measurable with…
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 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…
The control of relaxation-type systems of ordinary differential equations is investigated using the Hamilton-Jacobi-Bellman equation. First, we recast the model as a singularly perturbed dynamics which we embed in a family of controlled…
In the context of optimal control, we consider the inverse problem of Lagrangian identification given system dynamics and optimal trajectories. Many of its theoretical and practical aspects are still open. Potential applications are very…
In this article, a class of optimal control problems of differential equations with delays are investigated for which the associated Hamilton-Jacobi-Bellman (HJB) equations are nonlinear partial differential equations with delays. This type…
In this article, we study the large time behavior of solutions of first-order Hamilton-Jacobi Equations, set in a bounded domain with nonlinear Neumann boundary conditions, including the case of dynamical boundary conditions. We establish…
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…
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 revisit the technique of doubling variables in first order Hamilton-Jacobi equations, especially when the equations arise in optimal control. We show that by tuning the penalization between the two points, we can change…
The Hamiltonian formulation plays the essential role in constructing the framework of modern physics. In this paper, a new form of canonical equations of Hamilton with the complete symmetry is obtained, which are valid not only for the…
We investigate two methods of constructing a solution of the Schr\"{o}dinger equation from the canonical transformation in classical mechanics. One method shows that we can formulate the solution of the Schr\"{o}dinger equation from linear…
We analyze the consequences that the so-called turnpike property has on the long-time behavior of the value function corresponding to a finite-dimensional linear-quadratic optimal control problem with general terminal cost and constrained…
The nontrivial transformation of the phase space path integral measure under certain discretized analogues of canonical transformations is computed. This Jacobian is used to derive a quantum analogue of the Hamilton-Jacobi equation for the…
We show that necessary and sufficient conditions of optimality in periodic optimization problems can be stated in terms of a solution of the corresponding HJB inequality, the latter being equivalent to a max-min type variational problem…
Hamiltonians are 2-by-2 positive semidefinite real symmetric matrix-valued functions satisfying certain conditions. In this paper, we solve the inverse problem for which recovers a Hamiltonian from the solution of a first-order system…
We consider continuous-state and continuous-time control problems where the admissible trajectories of the system are constrained to remain on a union of half-planes which share a common straight line. This set will be named a junction. We…
We study non-convex Hamilton-Jacobi equations in the presence of gradient constraints and produce new, optimal, regularity results for the solutions. A distinctive feature of those equations regards the existence of a lower bound to the…