相关论文: The Deterministic and Stochastic Shallow Lake Prob…
We study the nature (i.e., constructive as opposed to non-constructive) of social welfare orders on infinite utility streams, and their representability by means of real-valued functions. We assume finite anonymity and introduce a new…
Optimal control of interacting particles governed by stochastic evolution equations in Hilbert spaces is an open area of research. Such systems naturally arise in formulations where each particle is modeled by stochastic partial…
This paper studies stochastic optimization problems and associated Bellman equations in formats that allow for reduced dimensionality of the cost-to-go functions. In particular, we study stochastic control problems in the…
In this paper we consider a broad class of infinite horizon discrete-time optimal control models that involve a nonnegative cost function and an affine mapping in their dynamic programming equation. They include as special cases classical…
The Cauchy problem for a nonlinear elastic wave equations with viscoelastic damping terms is considered on the 3 dimensional whole space. Decay and smoothing properties of the solutions are investigated when the initial data are…
We study social welfare relations (SWRs) on an infinite population. Our main result is a new characterization of a utilitarian SWR as the \emph{largest} SWR (in terms of subset when the weak relation is viewed as a set of pairs) which…
We consider an infinite horizon discounted optimal control problem for piecewise deterministic Markov processes, where a piecewise open-loop control acts continuously on the jump dynamics and on the deterministic flow. For this class of…
We investigate the large-time behavior of the value functions of the optimal control problems on the $n$-dimensional torus which appear in the dynamic programming for the system whose states are governed by random changes. From the point of…
We study a system of forced viscous shallow water equations with nontrivial bathymetry in two spatial dimensions. We develop a well-posedness theory for small but arbitrary forcing data, as well as for a fixed data profile but large…
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…
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 study an optimal stopping problem when the state process is governed by a general Feller process. In particular, we examine viscosity properties of the associated value function with no a priori assumption on the stochastic differential…
Stability of inviscid shear shallow water flows with free surface is studied in the framework of the Benney equations. This is done by investigating the generalized hyperbolicity of the integrodifferential Benney system of equations. It is…
This paper is devoted to the study of the large time behaviour of viscosity solutions of parabolic equations with Neumann boundary conditions. This work is the sequel of [13] in which a probabilistic method was developped to show that the…
We investigate the density large deviation function for a multidimensional conservation law in the vanishing viscosity limit, when the probability concentrates on weak solutions of a hyperbolic conservation law conservation law. When the…
Under natural spectral stability assumptions motivated by previous investigations of the associated spectral stability problem, we determine sharp $L^p$ estimates on the linearized solution operator about a multidimensional planar periodic…
In this note, we show the existence of regular solutions to the stationary version of the Navier-Stokes system for compressible fluids with a density dependent viscosity, known as the shallow water equations. For arbitrary large forcing we…
We formulate a general criterion for the exact preservation of the "lake at rest" solution in general mesh-based and meshless numerical schemes for the strong form of the shallow-water equations with bottom topography. The main idea is a…
We introduce a new concept of statistical solution in the framework of weak solutions to the barotropic Navier--Stokes system with inhomogeneous boundary conditions. Statistical solution is a family $\{ M_t \}_{t \geq 0}$ of Markov…
We are concerned with multidimensional stochastic balance laws. We identify a class of nonlinear balance laws for which uniform spatial $BV$ bounds for vanishing viscosity approximations can be achieved. Moreover, we establish temporal…