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We address the crucial yet underexplored stability properties of the Hamilton--Jacobi--Bellman (HJB) equation in model-free reinforcement learning contexts, specifically for Lipschitz continuous optimal control problems. We bridge the gap…

Optimization and Control · Mathematics 2024-04-23 Namkyeong Cho , Yeoneung Kim

In this note, we demonstrate that a locally semiconvex viscosity supersolution to a possibly degenerate fully nonlinear elliptic Hamilton-Jacobi-Bellman (HJB) equation is differentiable along the directions spanned by the range of the…

Optimization and Control · Mathematics 2025-01-28 Salvatore Federico , Giorgio Ferrari , Mauro Rosestolato

We present comparison principles, Lipschitz estimates and study state constraints problems for degenerate, second-order Hamilton-Jacobi equations.

Analysis of PDEs · Mathematics 2014-08-08 Scott N. Armstrong , Hung V. Tran

The purpose of this note is to provide an optimal rate of convergence in the vanishing viscosity regime for first-order Hamilton-Jacobi equations with uniformly convex Hamiltonian. We prove that for a globally Lipschitz-continuous and…

Analysis of PDEs · Mathematics 2025-06-17 Louis-Pierre Chaintron , Samuel Daudin

This paper deals with the generalized ergodic problem \[ H(x,u(x),Du(x))=c, \quad x\in M, \] where the unknown is a pair $(c,u)$ of a constant $c \in \mathbb{R}$ and a function $u$ on $M$ for which $u$ is a viscosity solution. We assume…

Analysis of PDEs · Mathematics 2022-09-13 Kaizhi Wang , Jun Yan

We study the nodal set of solutions to equations of the form $$ (-\Delta)^s u = \lambda_+ (u_+)^{q-1} - \lambda_- (u_-)^{q-1}\quad\text{in $B_1$}, $$ where $\lambda_+,\lambda_->0, q \in [1,2)$, and $u_+$ and $u_-$ are respectively the…

Analysis of PDEs · Mathematics 2020-04-10 Giorgio Tortone

In this article we study ergodic problems in the whole space R m for viscous Hamilton-Jacobi Equations in the case of locally Lips-chitz continuous and coercive right-hand sides. We prove in particular the existence of a critical value…

Analysis of PDEs · Mathematics 2016-09-16 Guy Barles , Joao Meireles

We consider the computation of free energy-like quantities for diffusions in high dimension, when resorting to Monte Carlo simulation is necessary. Such stochastic computations typically suffer from high variance, in particular in a low…

Numerical Analysis · Mathematics 2023-07-06 Grégoire Ferré

We study a mathematical model describing the dynamics of dislocation densities in crystals. This model is expressed as a one-dimensional system of a parabolic equation and a first order Hamilton-Jacobi equation that are coupled together. We…

Analysis of PDEs · Mathematics 2007-05-23 Hassan Ibrahim

We prove stochastic homogenization for a class of non-convex and non-coercive first-order Hamilton-Jacobi equations in a finite-range-dependence environment for Hamiltonians that can be expressed by a max-min formula. Exploiting the…

Analysis of PDEs · Mathematics 2025-10-30 Andrea Davini , Raimundo Saona , Bruno Ziliotto

We study the speed of convergence in $L^\infty$ norm of the vanishing viscosity process for Hamilton-Jacobi equations with uniformly or strictly convex Hamiltonian terms with superquadratic behavior. Our analysis boosts previous findings on…

Analysis of PDEs · Mathematics 2025-07-24 Marco Cirant , Alessandro Goffi

This paper studies the stochastic optimal control of jump-diffusion processes and the associated fully nonlinear backward stochastic Hamilton--Jacobi--Bellman (BSHJB) equations. We establish the dynamic programming principle (DPP) via…

Optimization and Control · Mathematics 2026-05-21 Dunxiang Liang , Qingxin Meng

We establish new results for path-dependent Hamilton-Jacobi equations with nonlinear monotone, and coercive operators on Hilbert space, which were initially studied in Bayraktar and Keller [J. Funct. Anal., 275 (8) (2018), pp. 2096-2161].…

Analysis of PDEs · Mathematics 2025-09-22 Erhan Bayraktar , Mikhail Gomoyunov , Christian Keller

We consider a kind of stochastic exit time optimal control problems, in which the cost function is defined through a nonlinear backward stochastic differential equation. We study the regularity of the value function for such a control…

Probability · Mathematics 2016-03-15 Rainer Buckdahn , Tianyang Nie

The non-exponential Schilder-type theorem in Backhoff-Veraguas, Lacker and Tangpi [Ann. Appl. Probab., 30 (2020), pp. 1321-1367] is expressed as a convergence result for path-dependent partial differential equations with appropriate notions…

Probability · Mathematics 2022-03-01 Erhan Bayraktar , Christian Keller

In this paper, we are concerned with the classical solvability of a class of second-order Hamilton-Jacobi-Bellman equations (HJB equations) arising from stochastic optimal control problems with linear dynamics and uniformly convex cost…

Optimization and Control · Mathematics 2025-12-19 Jinghua Li , Zhiyong Yu

Here, we study quantitative homogenization of first-order convex Hamilton-Jacobi equations with $(u/\varepsilon)$-periodic Hamiltonians which typically appear in dislocation dynamics. Firstly, we establish the optimal convergence rate by…

Analysis of PDEs · Mathematics 2025-07-02 Hiroyoshi Mitake , Panrui Ni , Hung V. Tran

We consider Hamilton--Jacobi equations, where the Hamiltonian depends discontinuously on both the spatial and temporal location. Our main results are the existence and well--posedness of a viscosity solution to the Cauchy problem. We define…

Analysis of PDEs · Mathematics 2007-05-23 Giuseppe Maria Coclite , Nils Henrik Risebro

Characteristics of a Hamilton-Jacobi equation can be seen as action minimizing trajectories of fluid particles. For nonsmooth "viscosity" solutions, which give rise to discontinuous velocity fields, this description is usually pursued only…

Mathematical Physics · Physics 2010-03-12 Kostya Khanin , Andrei Sobolevski

This paper characterizes differentiable subgame perfect equilibria in a continuous time intertemporal decision optimization problem with non-constant discounting. The equilibrium equation takes two different forms, one of which is…

Optimization and Control · Mathematics 2007-05-23 Ivar Ekeland , Ali Lazrak
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