相关论文: Asymptotic analysis for Hamilton-Jacobi-Bellman eq…
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…
We study a stochastic control problem on a bounded domain, which arises from a continuous-time optimal management model. Via the corresponding Hamilton-Jacobi-Bellman equation the value function is shown to be jointly continuous and to…
We study a specific class of finite-horizon mean field optimal stopping problems by means of the dynamic programming approach. In particular, we consider problems where the state process is not affected by the stopping time. Such problems…
The aim of this paper is to understand the relation between the canonical Hamilton-Jacobi equation for Maxwell's electrodynamics, which is an equation with variational derivatives for a functional of field configurations, and the covariant…
We propose a new approach to the numerical solution of ergodic problems arising in the homogenization of Hamilton-Jacobi (HJ) equations. It is based on a Newton-like method for solving inconsistent systems of nonlinear equations, coming…
Optimal feedback controllers for nonlinear systems can be derived by solving the Hamilton-Jacobi-Bellman (HJB) equation. However, because the HJB is a nonlinear partial differential equation, numerical methods typically provide only…
We study the long-run properties of optimal control problems in continuous time, where the running cost of a control problem is evaluated by a probability measure over R_+. Li, Quincampoix and Renault [DCDS-A, 2016] introduced an asymptotic…
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 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…
The classical and relativistic Hamilton-Jacobi approach is applied to the one-dimensional homogeneous potential, $V(q)=\alpha q^n$, where $\alpha$ and $n$ are continuously varying parameters. In the non-relativistic case, the exact…
In this paper, we demonstrate a polynomial convergence rate for homogenization of Hamilton-Jacobi equations with quasi-periodic potentials. We establish a connection between the convergence rate of homogenization and the regularity of the…
We provide general conditions ensuring that the value functions of some nonlinear stopping problems with finite horizon converge to the value functions of the corresponding problems with infinite horizon. Our result can be formulated as…
We analyze the asymptotic behavior for a system of fully nonlinear parabolic and elliptic quasi variational inequalities. These equations are related to robust switching control problems introduced in [3]. We prove that, as time horizon…
We study the Hamilton-Jacobi equation for undiscounted exit time control problems with general nonnegative Lagrangians using the dynamic programming approach. We prove theorems characterizing the value function as the unique…
The causal spacetimes admitting a covariantly constant null vector provide a connection between relativistic and non-relativistic physics. We explore this relationship in several directions. We start proving a formula which relates the…
In this paper we study homogenization for a class of monotone systems of first-order time-dependent periodic Hamilton-Jacobi equations. We characterize the Hamiltonians of the limit problem by appropriate cell problems. Hence we show the…
In the framework of statistical mechanics the properties of macroscopic systems are deduced starting from the laws of their microscopic dynamics. One of the key assumptions in this procedure is the ergodic property, namely the equivalence…
We study a generalized ergodic problem (E), which is a Hamilton-Jacobi equation of contact type, in the flat $n$-dimensional torus. We first obtain existence of solutions to this problem under quite general assumptions. Various examples are…
We address the problem of existence and uniqueness of solutions $(c,u(\cdot))$ to ergodic Hamilton-Jacobi-Bellman (HJB) equations of the form $H(x,\nabla u(x), D^{2}u(x)) = c$ in the whole space $\mathbb{R}^{m}$ with unbounded and merely…
In this paper we introduce a definition of time that emerges in terms of the geometry of the configuration space of a dynamical system. We illustrate this, using the Hamilton-Jacobi equation, in various examples: particle mechanics on a…