Related papers: On classical solutions and canonical transformatio…

This paper is concerned with the existence of optimal controls for backward stochastic partial differential equations with random coefficients, in which the control systems are represented in an abstract evolution form, i.e. backward…

In quantitative genetics, viscosity solutions of Hamilton-Jacobi equations appear naturally in the asymptotic limit of selection-mutation models when the population variance vanishes. They have to be solved together with an unknown function…

We study the asymptotic behavior of Lipschitz continuous solutions of nonlinear degenerate parabolic equations in the periodic setting. Our results apply to a large class of Hamilton-Jacobi-Bellman equations. Defining S as the set where the…

Canonical transformations are ubiquitous in Hamiltonian mechanics, since they not only describe the fundamental invariance of the theory under phase-space reparameterisations, but also generate the dynamics of the system. In the first part…

In this note we study the convergence of monotone P1 finite element methods on unstructured meshes for fully non-linear Hamilton-Jacobi-Bellman equations arising from stochastic optimal control problems with possibly degenerate, isotropic…

This paper considers linear-quadratic control of a non-linear dynamical system subject to arbitrary cost. I show that for this class of stochastic control problems the non-linear Hamilton-Jacobi-Bellman equation can be transformed into a…

A learning technique for finite horizon optimal control problems and its approximation based on polynomials is analyzed. It allows to circumvent, in part, the curse dimensionality which is involved when the feedback law is constructed by…

This paper is the first attempt to systematically study properties of the effective Hamiltonian $\overline{H}$ arising in the periodic homogenization of some coercive but nonconvex Hamilton-Jacobi equations. Firstly, we introduce a new and…

The paper studies the First Order BSPDEs (Backward Stochastic Partial Differential Equations) suggested earlier for a case of multidimensional state domain with a boundary. These equations represent analogs of Hamilton-Jacobi-Bellman…

We prove the homogenization of a class of one-dimensional viscous Hamilton-Jacobi equations with random Hamiltonians that are nonconvex in the gradient variable. Due to the special form of the Hamiltonians, the solutions of these PDEs with…

This paper is a generalization of previous work on the use of classical canonical transformations to evaluate Hamiltonian path integrals for quantum mechanical systems. Relevant aspects of the Hamiltonian path integral and its measure are…

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…

In the present work we consider Friedmann-Robertson-Walker models in the presence of a stiff matter perfect fluid and a cosmological constant. We write the superhamiltonian of these models using the Schutz's variational formalism. We notice…

We consider a path-dependent Hamilton--Jacobi equation with coinvariant derivatives over the space of continuous functions. We prove two uniqueness results for viscosity (generalized) solutions defined in terms of coinvariantly smooth test…

We consider the Dirichlet problem for positively homogeneous, degenerate elliptic, concave (or convex) Hessian equations. Under natural and necessary conditions on the geometry of the domain, with the $C^{1,1}$ boundary data, we establish…

We establish, for the first time, explicit a priori and regularity estimates for solutions of the Dirichlet problem for Hamilton-Jacobi-Bellman operators from stochastic control, whose principal half-eigenvalues have opposite signs. In…

In this paper, we provide an example of the optimal growth model in which there exist infinitely many solutions to the Hamilton-Jacobi-Bellman equation but the value function does not satisfy this equation. We consider the cause of this…

We consider an initial value problem for a Hamilton--Jacobi equation with a quadratic and degenerate Hamiltonian. Our Hamiltonian comes from the dynamics of $N$-peakon in the Camassa--Holm equation. It is given by a quadratic form with a…

Canonical formalism of the rank-three tensor model has recently been proposed, in which "local" time is consistently incorporated by a set of first class constraints. By brute-force analysis, this paper shows that there exist only two forms…

This paper is concerned with the study of a model case of first order Hamilton-Jacobi equations posed on a "junction", that is to say the union of a finite number of half-lines with a unique common point. The main result is a comparison…