Related papers: Remarks regarding the gap between continuous, Lips…
In this paper we show global existence of Lipschitz continuous solution for the stable Muskat problem with finite depth (confined) and initial data satisfying some smallness conditions relating the amplitude, the slope and the depth. The…
Using uniform global Carleman estimates for discrete elliptic and semi-discrete hyperbolic equations, we study Lipschitz and logarithmic stability for the inverse problem of recovering a potential in a semi-discrete wave equation,…
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…
This paper introduces a notion of viscosity solutions for second order elliptic Hamilton-Jacobi-Bellman (HJB) equations with infinite delay associated with infinite-horizon optimal control problems for stochastic differential equations with…
We show that necessary and sufficient conditions of optimality in periodic optimization problems can be stated in terms of a solution of the corresponding HJB inequality, the latter being equivalent to a max-min type variational problem…
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 is devoted to the analysis of a finite horizon discrete-time stochastic optimal control problem, in presence of constraints. We study the regularity of the value function which comes from the dynamic programming algorithm. We…
A two-person zero-sum differential game with unbounded controls is considered. Under proper coercivity conditions, the upper and lower value functions are characterized as the unique viscosity solutions to the corresponding upper and lower…
The asymptotic stability of a global solution satisfying Hamilton-Jacobi equations with jumps will be analyzed in dependence on the strong dissipativity of the jump control function and using orbits of the differentiable flows to describe…
We study Hamilton Jacobi Bellman equations in an infinite dimensional Hilbert space, with Lipschitz coefficients, where the Hamiltonian has superquadratic growth with respect to the derivative of the value function, and the final condition…
We consider the Cauchy problem for strictly hyperbolic $m$-th order partial differential equations with coefficients low-regular in time and smooth in space. It is well-known that the problem is $L^2$ well-posed in the case of Lipschitz…
In this paper we study the existence of sufficiently regular representations of Hamilton-Jacobi equations in optimal control theory with the compact control set. We introduce a new method to construct representations for a wide class of…
We study the smoothness of the upper and lower value functions of stochastic differential games in the framework of time-homogeneous (possibly degenerate) diffusion processes in a domain, under the assumption that the diffusion, drift and…
Under the uniform H\"{o}rmander's hypothesis we study smoothness and exponential bounds of the density of the law of the solution of a stochastic differential equation (SDE) with locally Lipschitz drift that satisfy a monotonicity…
We establish local interior Lipschitz continuity of the solutions of a class of free boundary elliptic problems assuming the coefficients of the equation of Dini mean oscillation in at least one direction. The novelty in this regularity…
We establish Lipschitz regularity of harmonic maps from $\mathrm{RCD}(K,N)$ metric measure spaces with lower Ricci curvature bounds and dimension upper bounds in synthetic sense with values into $\mathrm{CAT}(0)$ metric spaces with…
In this work we study the inhomogeneous Muskat problem, \emph{i.e.} the evolution of an internal wave between two different fluids in a porous medium with discontinuous permeability. In particular, under precise conditions on the initial…
A new concept of viscosity solutions, namely, the Hausdorff continuous viscosity solution for the Hamilton-Jacobi equation is defined and investigated. It is shown that the main ideas within the classical theory of continuous viscosity…
We solve the Dirichlet problem $\left.u\right|_{\mathbb{B}^n}=\varphi,$ for hyperbolic Poisson's equation $\Delta_h u=\mu$ where $\varphi\in L_1(\partial \mathbb{B}^n)$ and $\mu$ is a measure that satisfies a growth condition. Next we…
This paper investigates the optimal control problems for the finite-horizon continuous-time Markov decision processes with delay-dependent control policies. We develop compactification methods in decision processes, and show that the…