相关论文: Value Functions for Bolza Problems with Discontinu…

A new method is introduced for studying boundary value problems for a class of linear PDEs with {\it variable} coefficients. This method is based on ideas recently introduced by the author for the study of boundary value problems for PDEs…

We consider a Cauchy problem for a Hamilton--Jacobi equation with coinvariant derivatives of an order $\alpha \in (0, 1)$. Such problems arise naturally in optimal control problems for dynamical systems which evolution is described by…

A Lax-Oleinik type explicit formula for 1D scalar balance laws has been recently obtained for the pure initial value problem by Adimurthi et al. in [1]. In this article, by introducing a suitable boundary functional, we establish a…

A new algorithm for time dependent Hamilton Jacobi equations on networks, based on semi Lagrangian scheme, is proposed. It is based on the definition of viscosity solution for this kind of problems recently given in. A thorough convergence…

We analyze the consequences that the so-called turnpike property has on the long-time behavior of the value function corresponding to a finite-dimensional linear-quadratic optimal control problem with general terminal cost and constrained…

We study the existence and uniqueness of the solution for the following backward stochastic variational inequality with oblique reflection (for short, $BSVI\left(H(t,y),\varphi,F\right)$), written under differential form \[…

This paper deals with extensions of vector-valued functions on finite graphs fulfilling distinguished minimality properties. We show that so-called lex and L-lex minimal extensions are actually the same and call them minimal Lipschitz…

We continue our study in \cite{FL} on viscosity solutions to a one-phase free boundary problem for the $p(x)$-Laplacian with non-zero right hand side. We first prove that viscosity solutions are locally Lipschitz continuous, which is the…

In this paper we propose a new way of proving the value of a firm that is currently producing a certain product and faces the option to exit the market. The problem of optimal exiting is an optimal stopping problem, that can be solved using…

We consider Hamilton--Jacobi equations, where the Hamiltonian depends discontinuously on both the spatial and temporal location. Our main results are the existence and well--posedness of a viscosity solution to the Cauchy problem. We define…

We investigate Lawruk elliptic boundary-value problems for homogeneous differential equations in a two-sided refined Sobolev scale. These problems contain additional unknown functions in the boundary conditions of arbitrary orders. The…

We derive continuous dependence estimates for weak entropy solutions of degenerate parabolic equations with nonlinear fractional diffusion. The diffusion term involves the fractional Laplace operator, $\Delta^{\alpha/2}$ for $\alpha \in…

We consider the discrete, fractional operator $\left(L_a^\nu x\right) (t) := \nabla [p(t) \nabla_{a^*}^\nu x(t)] + q(t) x(t-1)$ involving the nabla Caputo fractional difference, which can be thought of as an analogue to the self-adjoint…

The article considers the Dirichlet problem for a high-order mixed-type equation that splits into factors, each of which is a Lavrentiev-Bitsadze equation with its own excellent coefficient. Sufficient conditions are found for the…

We show a connection between global unconstrained optimization of a continuous function $f$ and weak KAM theory for an eikonal-type equation arising also in ergodic control. A solution $v$ of the critical Hamilton-Jacobi equation is built…

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…

Let $L:\mathbb R\times \mathbb R\to [0, +\infty[\,\cup\{+\infty\}$ be a Borel function. We consider the problem \begin{equation}\tag{P}\min F(y)=\int_0^1L(y(t), y'(t))\,dt: y(0)=0,\, y\in W^{1,1}([0,1],\mathbb R).\end{equation} We give an…

The main goal of this paper is to present the application of a superiorization methodology to solution of variational inequalities. Within this framework a variational inequality operator is considered as a small perturbation of a convex…

We consider the terminal value problem (or called final value problem, initial inverse problem, backward in time problem) of determining the initial value, in a general class of time-fractional wave equations with Caputo derivative, from a…

We study the properties of the value function associated with an optimal control problem with uncertainties, known as average or Riemann-Stieltjes problem. Uncertainties are assumed to belong to a compact metric probability space, and…