Hamilton-Jacobi equations for controlled gradient flows: the comparison principle

Optimal transportation (49Q22) Hamilton-Jacobi equations (35F21) PDEs in connection with control and optimization (35Q93) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Cites Work

A theory of the term structure of interest rates
Title not available (Why is that?)
Optimal Transport
THE GEOMETRY OF DISSIPATIVE EVOLUTION EQUATIONS: THE POROUS MEDIUM EQUATION
Title not available (Why is that?)
Control of McKean-Vlasov dynamics versus mean field games
Eulerian Calculus for the Displacement Convexity in the Wasserstein Distance
User’s guide to viscosity solutions of second order partial differential equations
The Variational Formulation of the Fokker--Planck Equation
Mean Field Games and Mean Field Type Control Theory
Semiconcave functions, Hamilton-Jacobi equations, and optimal control
Viscosity solutions of Hamilton-Jacobi equations with unbounded nonlinear terms
Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics
Macroscopic fluctuation theory for stationary nonequilibrium states
A singular 1-D Hamilton--Jacobi equation, with application to large deviation of diffusions
Hamilton-Jacobi equations in infinite dimensions. II: Existence of viscosity solutions
A new class of transport distances between measures
Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. IV: Hamiltonians with unbounded linear terms
Hamilton Jacobi equations on metric spaces and transport entropy inequalities
A comparison principle for Hamilton-Jacobi equations related to controlled gradient flows in infinite dimensions
Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. V: Unbounded linear terms and \(B\)-continuous solutions
Hamilton-Jacobi equations in infinite dimensions. III
Viscosity solutions for Hamilton-Jacobi equations with unbounded nonlinear term: A simplified approach
On a class of first order Hamilton-Jacobi equations in metric spaces
An Optimal Transport View of Schrödinger's Equation
On the Lagrangian structure of quantum fluid models
Hamilton-Jacobi equations in space of measures associated with a system of conservation laws
Title not available (Why is that?)
Metric viscosity solutions of Hamilton-Jacobi equations depending on local slopes
Existence of a solution to an equation arising from the theory of mean field games
Large deviation for diffusions and Hamilton-Jacobi equation in Hilbert spaces
Gradient flows and evolution variational inequalities in metric spaces. I: structural properties
On differentiability in the Wasserstein space and well-posedness for Hamilton-Jacobi equations
Bellman equation and viscosity solutions for mean-field stochastic control problem
Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem
Dynamical aspects of the generalized Schrödinger problem via Otto calculus -- a heuristic point of view
Classical large deviation theorems on complete Riemannian manifolds
A Hamilton-Jacobi PDE associated with hydrodynamic fluctuations from a nonlinear diffusion equation
Viscosity Solutions for Controlled McKean--Vlasov Jump-Diffusions
Mean field games master equations with nonseparable Hamiltonians and displacement monotonicity
Global Well‐Posedness of Master Equations for Deterministic Displacement Convex Potential Mean Field Games
Viscosity solutions to parabolic master equations and McKean-Vlasov SDEs with closed-loop controls

Cited In (6)

Well-posedness for Hamilton-Jacobi equations on the Wasserstein space on graphs
Viscosity solutions of Hamilton-Jacobi equations in proper \(\text{CAT(0)}\) spaces
Optimal control for a mixed flow of Hamiltonian and gradient type in space of probability measures (with Appendix B by Atanas Stefanov)
On the optimal rate for the convergence problem in mean field control
Equivalence between strict viscosity solution and viscosity solution in the Wasserstein space and regular extension of the Hamiltonian in \(L^2_{\mathbb{P}}\)
Viscosity solutions of centralized control problems in measure spaces

   Recommendations

A comparison principle for Hamilton-Jacobi equations related to controlled gradient flows in infinite dimensions 👍 👎
Comparison principle for Hamilton-Jacobi-Bellman equations via a bootstrapping procedure 👍 👎
A variational principle for gradient flows in metric spaces 👍 👎
Solutions to Hamilton-Jacobi equation on a Wasserstein space 👍 👎
Microscopic derivations of several Hamilton-Jacobi equations in infinite dimensions, and large deviation of stochastic systems 👍 👎

This page was built for publication: Hamilton-Jacobi equations for controlled gradient flows: the comparison principle

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2689331)