相关论文: Existence and global Lipschitz estimates for unbou…

It is well-known that solutions to the basic problem in the calculus of variations may fail to be Lipschitz continuous when the Lagrangian depends on t. Similarly, for viscosity solutions to time-dependent Hamilton-Jacobi equations one…

In this paper we prove global bounds on the spatial gradient of viscosity solutions to second order linear and nonlinear parabolic equations in $(0,T) \times \R^N$. Our assumptions include the case that the coefficients be both unbounded…

We study existence, uniqueness and regularity properties of classical solutions to viscous Hamilton-Jacobi equations with Caputo time-fractional derivative. Our study relies on a combination of a gradient bound for the time-fractional…

Most of lipschitz regularity results for nonlinear strictly elliptic equations are obtained for a suitable growth power of the nonlinearity with respect to the gradient variable (subquadratic for instance). For equations with superquadratic…

We give a proof of existence and uniqueness of viscosity solutions to parabolic quasilinear equations for a fairly general class of nonconvex Hamiltonians with superlinear growth in the gradient variable. The approach is mainly based on…

We investigate a class of degenerate fully nonlinear nonlocal elliptic equations with Hamiltonian terms. By precisely characterizing the interaction between the degeneracy law of equations and the growth behavior of the Hamiltonian terms,…

We prove non-uniqueness and study the behaviour of viscosity solutions of a class of uniformly elliptic fully nonlinear equations of Hamilton-Jacobi-Bellman-Isaacs type, with quadratic growth in the gradient. The crucial a priori bound for…

We consider a path-dependent Hamilton--Jacobi equation with coinvariant derivatives over the space of continuous functions. We prove two uniqueness results for viscosity (generalized) solutions defined in terms of coinvariantly smooth test…

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 provide Lipschitz regularity for solutions to viscous time-dependent Hamilton-Jacobi equations with right-hand side belonging to Lebesgue spaces. Our approach is based on a duality method, and relies on the analysis of the regularity of…

This paper establishes the existence, uniqueness, and global $C^{1,\beta}$ regularity of positive classical solutions to a class of quasilinear Hamilton--Jacobi--Bellman (HJB) equations with Dirichlet boundary conditions on bounded convex…

We establish new Hoelder and Lipschitz estimates for viscosity solutions of a large class of elliptic and parabolic nonlinear integro-differential equations, by the classical Ishii-Lions's method. We thus extend the Hoelder regularity…

In this paper, we provide suitable adaptations of the "weak version of Bernstein method" introduced by the first author in 1991, in order to obtain Lipschitz regularity results and Lipschitz estimates for nonlinear integro-differential…

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…

In historical mathematics and physics, the Kardar-Parisi-Zhang equation or a quasilinear stationary version of a time-dependent viscous Hamilton-Jacobi equation in growing interface and universality classes, is also known by the different…

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…

Viscosity solutions of fully nonlinear, local or non local, Hamilton-Jacobi equations with a super-quadratic growth in the gradient variable are proved to be H\"older continuous, with a modulus depending only on the growth of the…

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…

We investigate the regularity of solutions of first order Hamilton-Jacobi equation with super linear growth in the gradient variable. We show that the solutions are locally H\"older continuous with H\"older exponent depending only on the…

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…