Related papers: Value Functions for Bolza Problems with Discontinu…
We prove several results on Almgren's multiple valued functions and their links to integral currents. In particular, we give a simple proof of the fact that a Lipschitz multiple valued map naturally defines an integer rectifiable current;…
The paper investigates two inertial extragradient algorithms for seeking a common solution to a variational inequality problem involving a monotone and Lipschitz continuous mapping and a fixed point problem with a demicontractive mapping in…
This paper is devoted to the study of fully nonlinear stochastic Hamilton-Jacobi (HJ) equations for the optimal stochastic control problem of ordinary differential equations with random coefficients. Under the standard Lipschitz continuity…
We consider a Bolza-type optimal control problem for a dynamical system described by a fractional differential equation with the Caputo derivative of an order $\alpha \in (0, 1)$. The value of this problem is introduced as a functional in a…
This paper is a continuation of Ishitani and Kato (2015), in which we derived a continuous-time value function corresponding to an optimal execution problem with uncertain market impact as the limit of a discrete-time value function. Here,…
In this paper we investigate how the subgradients of the value function of a discrete-time convex Bolza problem evolve over time. In particular, we develop a discrete-time version of the characteristic method introduced by Rockafellar and…
We establish the local Lipschitz continuity and the higher differentiability of vector-valued local minimizers of a class of energy integrals of the Calculus of Variations. The main novelty is that we deal with possibly degenerate energy…
The Boltzmann equation without Grad's angular cutoff assumption is believed to have regularizing effect on the solution because of the non-integrable angular singularity of the cross-section. However, even though so far this has been…
We construct a continuous Lagrangian, strictly convex and superlinear in the third variable, such that the associated variational problem has a Lipschitz minimizer which is non-differentiable on a dense set. More precisely, the upper and…
We consider the problem of minimizing the Lagrangian $\int [F(\nabla u)+f\,u]$ among functions on $\Omega\subset\mathbb{R}^N$ with given boundary datum $\varphi$. We prove Lipschitz regularity up to the boundary for solutions of this…
We investigate conditions of optimality for an infinite horizon control problem and consider their correspondence with the value function. Assuming Lipschitz continuity of the value function, we prove that sensitivity relations plus the…
We consider a two-player zero-sum game with integral payoff and with incomplete information on one side, where the payoff is chosen among a continuous set of possible payoffs. We prove that the value function of this game is solution of an…
In this paper we study some boundary value problems for a fractional analogue of second order elliptic equation with an involution perturbation in a rectangular domain. Theorems on existence and uniqueness of a solution of the considered…
This paper deals with the regularity of solutions of the Hamilton-Jacobi Inequality which arises in H-infinity control. It shows by explicit counterexamples that there are gaps between existence of continuous and locally Lipschitz (positive…
In the first part of the paper, we prove a fractional fundamental (du Bois-Reymond) lemma and a fractional variant of the integration by parts formula. The proof of the second result is based on an integral representation of functions…
We investigate variable coefficient analogs of a recent work of Bortz, Hofmann, Martell and Nystr\"om [BHMN25]. In particular, we show that if $\Omega$ is the region above the graph of a Lip(1,1/2) (parabolic Lipschitz) function and $L$ is…
In this note, we show a classical result on the local existence and uniqueness of a solution to an initial value problem subject to a Lipschitz condition. We use only elementary tools from mathematical analysis, without involving any…
In this paper, we discuss differentiation of solutions to the boundary value problem $y^{(n)} = f(x, y, y^{'}, y^{''}, \ldots, y^{(n-1)}), \; a<x<b,\; y^{(i)}(x_j) = y_{ij},\; 0\leq i \leq m_j, \; 1 \leq j \leq k-1$, and $y^{(i)}(x_k) +…
The aim of this work is to deal with a discontinuous Hamilton-Jacobi equation in the whole euclidian N-dimensional space, associated to a possibly unbounded optimal control problem. Here, the discontinuities are located on a hyperplane and…
The goal of this paper is to prove a comparison principle for viscosity solutions of semilinear Hamilton-Jacobi equations in the space of probability measures. The method involves leveraging differentiability properties of the…