Hamilton-Jacobi Equations with State Constraints
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- Asymptotic solutions of Hamilton-Jacobi equations with state constraints
- Optimal Control with State-Space Constraint I
Cites work
- A Simple, Direct Proof of Uniqueness for Solutions of the Hamilton-Jacobi Equations of Eikonal Type
- Existence of viscosity solutions of Hamilton-Jacobi equations
- Existence results for first order Hamilton Jacobi equations
- scientific article; zbMATH DE number 3869843 (Why is no real title available?)
- scientific article; zbMATH DE number 3877865 (Why is no real title available?)
- scientific article; zbMATH DE number 3906975 (Why is no real title available?)
- scientific article; zbMATH DE number 4034202 (Why is no real title available?)
- scientific article; zbMATH DE number 3783507 (Why is no real title available?)
- Long-term average cost control problems for continuous time Markov processes: A survey
- Neumann type boundary conditions for Hamilton-Jacobi equations
- On Deterministic Control Problems: an Approximation Procedure for the Optimal Cost II. The Nonstationary Case
- On Some Impulse Control Problems with Long Run Average Cost
- Optimal Control with State-Space Constraint I
- Perron's method for Hamilton-Jacobi equations
- Problèmes de Neumann quasilinéaires. (Quasilinear Neumann problems)
- Quelques remarques sur les problèmes elliptiques quasilinéaires du second ordre. (Some remarks on second order quasilinear elliptic problems)
- Remarks on the existence and uniqueness of unbounded viscosity solutions of Hamilton-Jacobi equations
- Remarques sur des résultats d'existence pour les équations de Hamilton-Jacobi du premier ordre
- Some Properties of Viscosity Solutions of Hamilton-Jacobi Equations
- Uniqueness of viscosity solutions of Hamilton-Jacobi equations revisited
- Viscosity Solutions of Hamilton-Jacobi Equations
- Viscosity Solutions of Hamilton-Jacobi Equations at the Boundary
Cited in
(only showing first 100 items - show all)- The Hamilton-Jacobi equation in domains of possible motions with a boundary
- Shape-from-shading, viscosity solutions and edges
- A splitting algorithm for Hamilton-Jacobi-Bellman equations
- On unbounded solutions of Bellman's equation associated with optimal switching control problems with state constraints
- Convex viscosity solutions and state constraints
- Fast computational procedure for solving multi-item single-machine lot scheduling optimzation problems
- Ergodic problem for the Hamilton-Jacobi-Bellman equation. I: Existence of the ergodic attractor
- Cauchy-Dirichlet problem for first order nonlinear systems
- General existence theorems for Hamilton-Jacobi equations in the scalar and vectorial cases
- Ergodic problem for the Hamilton-Jacobi-Bellman equation. II
- Hedging in incomplete markets with HARA utility
- On the generalized Dirichlet problem for viscous Hamilton--Jacobi equations.
- State constrained control problems with neither coercivity nor \(L^1\) bounds on the controls
- Viscosity solutions and optimal control problems with integral constraints
- Incentive compatibility constraints and dynamic programming in continuous time
- Semicontinuous solutions of Hamilton-Jacobi-Bellman equations with degenerate state constraints
- Hamilton-Jacobi-Bellman equations for optimal control processes with convex state constraints
- Homogenization of a transmission problem with Hamilton-Jacobi equations and a two-scale interface. Effective transmission conditions
- Semiconcavity results for constrained optimal control problems in a half-space
- Numerical schemes for investment models with singular transactions
- Nonlinear systems with unbounded controls and state constraints: A problem of proper extension
- Generalized solutions of partial differential equations of the first order. The invariance of graphs relative to differential inclusions
- Lower semicontinuous solutions for a class of Hamilton-Jacobi-Bellman equations
- A probabilistic-numerical approximation for an obstacle problem arising in game theory
- Discontinuous solutions of Hamilton-Jacobi-Bellman equation under state constraints
- Discontinuous control problems with state constraints: linear formulations and dynamic programming principles
- Homogenization of Hamilton-Jacobi equations in perforated sets
- Existence of neighboring feasible trajectories: applications to dynamic programming for state-constrained optimal control problems
- Hamilton-Jacobi-Bellman equation under states constraints
- Filippov's and Filippov-Ważewski's theorems on closed domains
- Mean field games with state constraints: from mild to pointwise solutions of the PDE system
- The distance function in the presence of an obstacle
- Vanishing discount problem and the additive eigenvalues on changing domains
- On the regularity of the distance near the boundary of an obstacle
- Backward reachability approach to state-constrained stochastic optimal control problem for jump-diffusion models
- Stochastic optimal control in infinite dimensions with state constraints
- Mean field games and applications: numerical aspects
- Optimal management of pumped hydroelectric production with state constrained optimal control
- Infinite horizon problems on stratifiable state-constraints sets
- On initial value and terminal value problems for Hamilton-Jacobi equation
- Asymptotic solutions of Hamilton-Jacobi equations with state constraints
- Flux-limited solutions and state constraints for quasi-convex Hamilton-Jacobi equations in multidimensional domains
- A d-person differential game with state space constraints
- An anti-diffusive scheme for viability problems
- Stability of solutions to Hamilton-Jacobi equations under state constraints
- Multi-asset investment-consumption model with transaction costs
- On the boundary ergodic problem for fully nonlinear equations in bounded domains with general nonlinear Neumann boundary conditions
- Solutions of vectorial Hamilton-Jacobi equations and minimizers of nonquasiconvex functionals
- Remarks on the vanishing viscosity process of state-constraint Hamilton-Jacobi equations
- A dynamic programming approach for controlled fractional SIS models
- A game representation for a finite horizon state constrained continuous time linear regulator problem
- The construction of a continuous generalized solution for the Hamilton-Jacobi equations with state constraints
- State-constrained stochastic optimal control problems via reachability approach
- A short introduction to viscosity solutions and the large time behavior of solutions of Hamilton-Jacobi equations
- Joint replenishment and manufacturing activities control in a two stage unreliable supply chain
- Optimal reinsurance and dividend strategies under the Markov-modulated insurance risk model
- Deterministic state-constrained optimal control problems without controllability assumptions
- Perturbed Dynamical Systems with an Attracting Singularity and Weak Viscosity Limits in Hamilton-Jacobi Equations
- On ergodic problem for Hamilton-Jacobi-Isaacs equations
- On the continuous extension of a generalized solution of the Hamilton-Jacobi equation by characteristics that form a central field of extremals
- Degenerate Eikonal equations with discontinuous refraction index
- Hamilton-Jacobi equations constrained on networks
- Ground states for mean field models with a transverse component
- On viscosity solutions of Hamilton-Jacobi equations
- State-constrained optimal control problems of impulsive differential equations
- Fully nonlinear Neumann type boundary conditions for first-order Hamilton–Jacobi equations
- User’s guide to viscosity solutions of second order partial differential equations
- A BSDE approach to stochastic differential games with incomplete information
- 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
- Feedback in state constrained optimal control
- Portfolio optimization under a quantile hedging constraint
- Hamilton-Jacobi-Bellman equations
- On a solution of the Hamilton-Jacobi equation arising in molecular biology
- State constrained control problems in Banach lattices and applications
- Hamilton-Jacobi equations with semilinear costs and state constraints, with applications to large deviations in games
- Hamilton-Jacobi equations for optimal control on networks with entry or exit costs
- On the construction of nearly time optimal continuous feedback laws around switching manifolds
- A deterministic game interpretation for fully nonlinear parabolic equations with dynamic boundary conditions
- State-constraint static Hamilton-Jacobi equations in nested domains
- A tree structure algorithm for optimal control problems with state constraints
- Binary recovery via phase field regularization for first-arrival traveltime tomography
- A long-term mathematical model for mining industries
- Hamilton-Jacobi equations for optimal control on junctions and networks
- Hamilton–Jacobi Equations Arising from Boundary Control Problems with State Constraints
- Singular Neumann problems and large-time behavior of solutions of noncoercive Hamilton-Jacobi equations
- Vanishing Discount Limit and Nonexpansive Optimal Control and Differential Games
- Comparison principle for Dirichlet-type Hamilton-Jacobi equations and singular perturbations of degenerated elliptic equations
- A viscosity solution method for Shape-From-Shading without image boundary data
- Optimal environment management in the presence of irreversibilities
- scientific article; zbMATH DE number 7689526 (Why is no real title available?)
- Homogenization of some periodic Hamilton-Jacobi equations with defects
- Weak KAM approach to first-order mean field games with state constraints
- Laplacian regularized eikonal equation with Soner boundary condition on polyhedral meshes
- Weak KAM aspects of convex Hamilton-Jacobi equations with Neumann type boundary conditions
- Production control and replenishment strategy with multiple suppliers
- Numerical analysis of an inverse problem for the eikonal equation
- Defects in homogenization theory
- The regularity with respect to domains of the additive eigenvalues of superquadratic Hamilton-Jacobi equation
- Continuous generalized solution of the Hamilton-Jacobi equation with a noncoercive Hamiltonian
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