Related papers: Hamilton-Jacobi-Bellman equations on graphs
We study Hamilton-Jacobi equations on networks in the case where Hamiltonians are quasi-convex with respect to the gradient variable and can be discontinuous with respect to the space variable at vertices. First, we prove that imposing a…
We extend Hamilton-Jacobi theory to Lagrange-Dirac (or implicit Lagrangian) systems, a generalized formulation of Lagrangian mechanics that can incorporate degenerate Lagrangians as well as holonomic and nonholonomic constraints. We refer…
In this work, we give a characterization of Lipschitz operators on spaces of $C^2(M)$ functions (also $C^{1,1}$, $C^{1,\gamma}$, $C^1$, $C^\gamma$) that obey the global comparison property-- i.e. those that preserve the global ordering of…
This paper concerns continuous dependence estimates for Hamilton-Jacobi-Bellman-Isaacs operators (briefly, HJBI). For the parabolic Cauchy problem, we establish such an estimate in the whole space $[0,+\infty)\times\Rn$. Moreover, under…
The paper studies a system of first order Hamilton-Jacobi equations with discontinuous coefficients, arising from a model of deterministic optimal debt management in infinite time horizon, with exponential discount and currency devaluation.…
Reduction theory has played a major role in the study of Hamiltonian systems. On the other hand, the Hamilton-Jacobi theory is one of the main tools to integrate the dynamics of certain Hamiltonian problems and a topic of research on its…
In this paper, training a neural network is identified, exactly, as a search through Hamilton--Jacobi initial-value problems: each gradient step selects the initial data of a viscous Hamilton--Jacobi equation whose Hopf--Cole propagator…
We consider the problem of computing safety regions, modeled as nonconvex backward reachable sets, for a nonlinear car collision avoidance model with time-dependent obstacles. The Hamilton-Jacobi-Bellman framework is used. A new formulation…
We consider an extension of the well-known Hamilton-Jacobi-Bellman (HJB) equation for fractional order dynamical systems in which a generalized performance index is considered for the related optimal control problem. Owing to the…
In this work we present a formal generalization of the Hamilton-Jacobi formalism, recently developed for singular systems, to include the case of Lagrangians containing variables which are elements of Berezin algebra. We derive the…
Lagrangian submanifolds are becoming a very essential tool to generalize and geometrically understand results and procedures in the area of mathematical physics. Here we use general Lagrangian submanifolds to provide a geometric version 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…
We provide a general result concerning the homogenization of nonconvex viscous Hamilton-Jacobi equations in the stationary, ergodic setting. In particular, we show that homogenization occurs for a non-empty set of points within every level…
In this paper, some of formulations of Hamilton-Jacobi equations for Hamiltonian system and regular reduced Hamiltonian systems are given. At first, an important lemma is proved, and it is a modification for the corresponding result of…
We examine Hamilton-Jacobi equations driven by fully nonlinear degenerate elliptic operators in the presence of superlinear Hamiltonians. By exploring the Ishii-Jensen inequality, we prove that viscosity solutions are locally…
This paper provides new theoretical connections between multi-time Hamilton-Jacobi partial differential equations and variational image decomposition models in imaging sciences. We show that the minimal values of these optimization problems…
The control algebraic Riccati equation is studied for a class of systems with unbounded control and observation operators. Using a dichotomy property of the associated Hamiltonian operator matrix, two invariant graph subspaces are…
We prove rate of convergence results for singular perturbations of Hamilton-Jacobi equations in unbounded spaces where the fast operator is linear, uniformly elliptic and has an Ornstein-Uhlenbeck-type drift. The slow operator is a fully…
We study harmonic morphisms of graphs as a natural discrete analogue of holomorphic maps between Riemann surfaces. We formulate a graph-theoretic analogue of the classical Riemann-Hurwitz formula, study the functorial maps on Jacobians and…
We consider the homogenization of monotone systems of viscous Hamilton-Jacobi equations with convex nonlinearities set in the stationary, ergodic setting. The primary focus of this paper is on collapsing systems which, as the microscopic…