Exit Time Problems in Optimal Control and Vanishing Viscosity Method
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deterministic exit time controldiscontinuous obstaclesdiscontinuous viscosity solutionsfirst-order Hamilton-Jacobi equationmaximum subsolutionminimum supersolutionvanishing viscosity method
Singular perturbations in context of PDEs (35B25) Boundary value problems for nonlinear first-order PDEs (35F30) Variational inequalities (49J40) Optimality conditions for minimax problems (49K35) Dynamic programming in optimal control and differential games (49L20) Hamilton-Jacobi theories (49L99) Differential games (aspects of game theory) (91A23) Game theory (91A99)
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- A boundary-value problem for Hamilton-Jacobi equations in Hilbert spaces
- A comparison theorem for a piecewise Lipschitz continuous Hamiltonian and application to Shape-from-Shading problems
- Optimal times for constrained nonlinear control problems without local controllability
- Nonsmooth semipermeable Barriers, Isaacs' equation, and application to a differential game with one target and two players
- Multi-target control problems
- Semicontinuous viscosity solutions to mixed boundary value problems with degenerate convex Hamiltonians
- Risk-sensitive control and differential games in infinite dimensions
- Dynamics of concentration in a population model structured by age and a phenotypical trait
- Continuous viscosity solutions for nonlocal Dirichlet problems with coercive gradient terms
- Global \(BV\) solution for a non-local coupled system modeling the dynamics of dislocation densities
- Drift counteraction optimal control for deterministic systems and enhancing convergence of value iteration
- The reactive-telegraph equation and a related kinetic model
- Stochastic homogenization for reaction-diffusion equations
- Existence, nonexistence and multiplicity results for nonlocal Dirichlet problems
- Front propagation for reaction-diffusion equations of bistable type
- Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. III: Uniqueness of viscosity solutions for general second-order equations
- Multiple-objective risk-sensitive control and its small noise limit
- Almost continuous solutions of geometric Hamilton--Jacobi equations
- Long time averaged reflection force and homogenization of oscillating Neumann boundary conditions.
- Generalized Bellman-Hamilton-Jacobi optimality conditions for a control problem with a boundary condition
- Large deviations principle by viscosity solutions: the case of diffusions with oblique Lipschitz reflections
- Homogenization of Hamilton-Jacobi equations in perforated sets
- \(BV\) solution for a non-linear Hamilton-Jacobi system
- Variational \(p\)-harmonious functions: existence and convergence to \(p\)-harmonic functions
- A general convergence result for viscosity solutions of Hamilton-Jacobi equations and non-linear semigroups
- Monotone systems involving variable-order nonlocal operators
- Convergent semi-explicit scheme to a non-linear eikonal system
- Large deviations of a forced velocity-jump process with a Hamilton-Jacobi approach
- Convergence of dynamic programming principles for the \(p\)-Laplacian
- Finite element methods for isotropic Isaacs equations with viscosity and strong Dirichlet boundary conditions
- The vanishing exponent limit for motion by a power of mean curvature
- Large exponent behavior for power-type nonlinear evolution equations and applications
- A thorough description of one-dimensional steady open channel flows using the notion of viscosity solution
- Singular limits for models of selection and mutations with heavy-tailed mutation distribution
- On the stochastic SIS epidemic model in a periodic environment
- Existence and uniqueness for parabolic problems with Caputo time derivative
- Convergence to separate variables solutions for a degenerate parabolic equation with gradient source
- Homogenization of the oscillating Dirichlet boundary condition in general domains
- Homogenization of weakly coupled systems of Hamilton-Jacobi equations with fast switching rates
- Large time behavior of solutions to parabolic equations with Neumann boundary conditions
- Localized non-diffusive asymptotic patterns for nonlinear parabolic equations with gradient absorption
- Obstacle problem for nonlinear integro-differential equations arising in option pricing
- Large deviation for diffusions and Hamilton-Jacobi equation in Hilbert spaces
- An ODE approach for fractional Dirichlet problems with gradient nonlinearity
- An approach of deterministic control problems with unbounded data
- HAMILTON-JACOBI EQUATIONS WITH PARTIAL GRADIENT AND APPLICATION TO HOMOGENIZATION
- Existence, uniqueness, and asymptotic behavior for nonlocal parabolic problems with dominating gradient terms
- On asymptotic exit-time control problems lacking coercivity
- Lipschitz regularity for integro-differential equations with coercive Hamiltonians and application to large time behavior
- Compactness methods for doubly nonlinear parabolic systems
- Refined asymptotics for the infinite heat equation with homogeneous Dirichlet boundary conditions
- Deterministic state-constrained optimal control problems without controllability assumptions
- Perturbed Dynamical Systems with an Attracting Singularity and Weak Viscosity Limits in Hamilton-Jacobi Equations
- Eponential Decay To Stable States In Phase Transitions Via A Double Log–Transformation
- Uniform equicontinuity for a family of zero order operators approaching the fractional Laplacian
- Regularity properties of the distance functions to conjugate and cut loci for viscosity solutions of Hamilton-Jacobi equations and applications in Riemannian geometry
- scientific article; zbMATH DE number 5502553 (Why is no real title available?)
- Fractional semi-linear parabolic equations with unbounded data
- Non-Diffusive Large Time Behavior for a Degenerate Viscous Hamilton–Jacobi Equation
- scientific article; zbMATH DE number 3922508 (Why is no real title available?)
- Fully nonlinear Neumann type boundary conditions for first-order Hamilton–Jacobi equations
- Periodic homogenisation of certain fully nonlinear partial differential equations
- User’s guide to viscosity solutions of second order partial differential equations
- Hamilton–Jacobi theory for a generalized optimal stopping time problem
- Uniqueness of viscosity solutions for monotone systems of fully nonlinear PDES under Dirichlet condition
- The Dirichlet Problem for Semilinear Second-Order Degenerate Elliptic Equations and Applications to Stochastic Exit Time Control 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
- Financing policies via stochastic control: a dynamic programming approach
- Viscosity Solutions of the Bellman Equation for Exit Time Optimal Control Problems with Vanishing Lagrangians
- Solvability of the Nonlinear Dirichlet Problem with Integro-differential Operators
- Boundary value problems for first order Hamilton-Jacobi equations
- The perturbed test function method for viscosity solutions of nonlinear PDE
- Liquidity in a binomial market
- Cauchy problem and periodic homogenization for nonlocal Hamilton-Jacobi equations with coercive gradient terms
- Global existence results for eikonal equation with \(BV\) initial data
- Global existence to a diagonal hyperbolic system for any BV initial data
- 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
- A linear finite-difference scheme for approximating Randers distances on Cartesian grids
- Spreading in kinetic reaction-transport equations in higher velocity dimensions
- Singular Limits for Reaction-Diffusion Equations with Fractional Laplacian and Local or Nonlocal Nonlinearity
- Discontinuous viscosity solutions of first-order Hamilton-Jacobi equations: a guided visit
- Convergence of a high-order compact finite difference scheme for a nonlinear Black–Scholes equation
- On Viscosity Solutions of Certain Hamilton–Jacobi Equations: Regularity Results and Generalized Sard's Theorems
- Comparison principle for Dirichlet-type Hamilton-Jacobi equations and singular perturbations of degenerated elliptic equations
- Differential equations. Transl. from the Russian
- Comparison principle for the Cauchy problem for Hamilton-Jacobi equations with discontinuous data
- Large solutions for a class of semilinear integro-differential equations with censored jumps
- Entropy solutions to a non-conservative and non-strictly hyperbolic diagonal system inspired by dislocation dynamics
- The occurrence of surface tension gradient discontinuities and zero mobility for Allen-Cahn and curvature flows in periodic media
- Sharp asymptotic estimates for expectations, probabilities, and mean first passage times in stochastic systems with small noise
- Analysis of a Narrow-Stencil Finite Difference Method for Approximating Viscosity Solutions of Fully Nonlinear Second Order Parabolic PDEs
- Optimal stability results and nonlinear duality for L^ entropy and L^1 viscosity solutions
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