Discontinuous solutions of deterministic optimal stopping time problems
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Cited in
(only showing first 100 items - show all)- A microscopic time scale approximation to the behavior of the local slope on the faceted surface under a nonuniformity in supersaturation
- A comparison principle for Hamilton-Jacobi equations related to controlled gradient flows in infinite dimensions
- Discrete dynamic programming and viscosity solutions of the Bellman equation
- A boundary-value problem for Hamilton-Jacobi equations in Hilbert spaces
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- A comparison theorem for a piecewise Lipschitz continuous Hamiltonian and application to Shape-from-Shading problems
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- The Bellman equation for time-optimal control of noncontrollable, nonlinear systems
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- Generalized solutions of partial differential equations of the first order. The invariance of graphs relative to differential inclusions
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- Reflected dynamics: viscosity analysis for \(\mathbb{L}^\infty\) cost, relaxation and abstract dynamic programming
- Variational \(p\)-harmonious functions: existence and convergence to \(p\)-harmonic functions
- Origin-to-destination network flow with path preferences and velocity controls: a mean field game-like approach
- Discontinuous solutions of \(U_t + H(U_x) = 0\) versus measure-valued solutions of \(u_t + [H(u)]_x = 0\)
- Asymptotic spreading of KPP reactive fronts in heterogeneous shifting environments
- Convergence of numerical method for time-optimal differential games with lifeline
- Convergence of dynamic programming principles for the \(p\)-Laplacian
- Non-local competition slows down front acceleration during dispersal evolution
- A convergence result related to the geometric flow of motion by principal negative curvature
- Large exponent behavior for power-type nonlinear evolution equations and applications
- Stacked invasion waves in a competition-diffusion model with three species
- Asymptotic spreading of interacting species with multiple fronts. II: Exponentially decaying initial data
- Non-equivalence of stochastic optimal control problems with open and closed loop controls
- A thorough description of one-dimensional steady open channel flows using the notion of viscosity solution
- Asymptotic spreading of interacting species with multiple fronts. I: A geometric optics approach
- Bubbles in assets with finite life
- Front propagation for integro-differential KPP reaction-diffusion equations in periodic media
- Loss of regularity for Kolmogorov equations
- Asymptotics for fixed transaction costs
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- Optimal control and differential games with measures
- Approximate Solutions to First and Second Order Quasilinear Evolution Equations via Nonlinear Viscosity
- The Dirichlet Problem for Semilinear Second-Order Degenerate Elliptic Equations and Applications to Stochastic Exit Time Control Problems
- Some time-invariant stopping rule problems
- Deterministic Exit Time Control Problems With Discontinuous Exit costs
- Convergence of the approximation scheme to American option pricing via the discrete Morse semiflow
- Discontinuous Solutions of the Hamilton--Jacobi Equation for Exit Time Problems
- Optimal stopping problems with discontinous reward: Regularity of the value function and viscosity solutions
- Zero-sum stochastic differential games without the Isaacs condition: random rules of priority and intermediate Hamiltonians
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- The solution of some discretionary stopping problems:
- Partial hedging and cash requirements in discrete time
- On nonlinear Feynman-Kac formulas for viscosity solutions of semilinear parabolic partial differential equations
- A doubly nonlinear evolution for the optimal Poincaré inequality
- Periodic homogenization for weakly elliptic Hamilton-Jacobi-Bellman equations with critical fractional diffusion
- Asymptotic spreading for general heterogeneous Fisher-KPP type equations
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- Convergence of a high-order compact finite difference scheme for a nonlinear Black–Scholes equation
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- Comparison principle for the Cauchy problem for Hamilton-Jacobi equations with discontinuous data
- Viscosity solutions for doubly nonlinear evolution equations
- Large Deviation Principle and Thermodynamic Limit of Chemical Master Equation via Nonlinear Semigroup
- Speed-up of traveling waves by negative chemotaxis
- Discontinuous solutions of Hamilton-Jacobi equations versus Radon measure-valued solutions of scalar conservation laws: disappearance of singularities
- Kinodynamic Control Systems and Discontinuities in Clearance
- Large‐scale asymptotics of velocity‐jump processes and nonlocal Hamilton–Jacobi equations
- Concentration profiles in FitzHugh-Nagumo neural networks: a Hopf-Cole approach
- A homogenization approach to flashing ratchets
- Existence's results for parabolic problems related to fully non linear operators degenerate or singular
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