Related papers: Hamilton-Jacobi-Bellman equations on graphs
In our previous papers [11,13] we showed that the Hamilton-Jacobi problem can be regarded as a way to describe a given dynamics on a phase space manifold in terms of a family of dynamics on a lower-dimensional manifold. We also showed how…
This paper presents an inverse optimality method to solve the Hamilton-Jacobi-Bellman equation for a class of nonlinear problems for which the cost is quadratic and the dynamics are affine in the input. The method is inverse optimal because…
A general time-inconsistent optimal control problem is considered for stochastic differential equations with deterministic coefficients. Under suitable conditions, a Hamilton-Jacobi-Bellman type equation is derived for the equilibrium value…
This paper investigates the convergence properties of the upwind difference scheme for the Hamilton--Jacobi--Bellman (HJB) equation, a central partial differential equation in optimal control theory. First, assuming the existence of a…
We provide a Lax-Oleinik-type representation formula for solutions to nonautonomous Hamilton-Jacobi equations posed on networks with a rather general geometry. The networks may possess countably many arcs and allow for the presence of…
In this paper we discuss a general framework based on symplectic geometry for the study of second order conditions in constrained variational problems on curves. Using the notion of L-derivatives we construct Jacobi curves, which represent…
In this note, we characterize the solution of a system of elliptic integro-differential equations describing a phe-notypically structured population subject to mutation, selection and migration. Generalizing an approach based on…
We study well posedness of time--dependent Hamilton--Jacobi equations on a network, coupled with a continuous initial datum and a flux limiter. We show existence and uniqueness of solutions as well as stability properties. The novelty of…
We establish a priori Lipschitz estimates for unbounded solutions of second-order Hamilton-Jacobi equations in R^N in presence of an Ornstein-Uhlenbeck drift. We generalize the results obtained by Fujita, Ishii \& Loreti (2006) in several…
This work is devoted to review the modern geometric description of the Lagrangian and Hamiltonian formalisms of the Hamilton--Jacobi theory. The relation with the "classical" Hamiltonian approach using canonical transformations is also…
In this paper, we study evolutive Hamilton Jacobi equations with Hamiltonians that are discontinuous in time, posed on a simple network consisting of two edges on the real line connected at a single junction. We introduce a notion of…
We study Hamilton-Jacobi equations in [0, +$\infty$) of evolution type with nonlinear boundary conditions of Neumann type in the case where the Hamiltonian is non necessarily convex with respect to the gradient variable. In this paper, we…
Diffieties formalize geometrically the concept of differential equations. We introduce and study Hamilton-Jacobi diffieties. They are finite dimensional subdiffieties of a given diffiety and appear to play a special role in the field…
In this survey, we review the classical Hamilton Jacobi theory from a geometric point of view in different geometric backgrounds. We propose a Hamilton Jacobi equation for different geometric structures attending to one particular…
We intend to analyse the constraint structure of Teleparallelism employing the Hamilton-Jacobi formalism for singular systems. This study is conducted without using an ADM 3+1 decomposition and without fixing time gauge condition. It can be…
These are lecture notes for our minicourse at OIST Summer Graduate School "Analysis and Partial Differential Equations" on June 12-17, 2023. We give an overview and collect a few important results concerning the well-posedness of…
In this paper, we develop a Hamilton-Jacobi theory for forced Hamiltonian and Lagrangian systems. We study the complete solutions, particularize for Rayleigh systems and present some examples. Additionally, we present a method for the…
We present a proof of qualitative stochastic homogenization for a nonconvex Hamilton-Jacobi equation. The new idea is to introduce a family of "sub-equations" and to control solutions of the original equation by the maximal subsolutions of…
We present a partial-differential-equation-based optimal path-planning framework for curvature constrained motion, with application to vehicles in 2- and 3-spatial-dimensions. This formulation relies on optimal control theory, dynamic…
We consider Hamilton Jacobi Bellman equations in an inifinite dimensional Hilbert space, with quadratic (respectively superquadratic) hamiltonian and with continuous (respectively lipschitz continuous) final conditions. This allows to study…