A deterministic-control-based approach to fully nonlinear parabolic and elliptic equations

DOI10.1002/CPA.20336zbMATH Open1204.35070OpenAlexW2097117869MaRDI QIDQ3588801FDOQ3588801

Authors: Robert V. Kohn, S. Serfaty 

Publication date: 10 September 2010

Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cpa.20336

Recommendations

• Finite-dimensional approximation and control of non-linear parabolic PDE systems
• Optimal control of a nonlinear parabolic-elliptic system
• scientific article; zbMATH DE number 781295
• Approximate controllability of nonlinear parabolic PDEs in arbitrary space dimension
• Exact controllability to the trajectories for parabolic PDEs with nonlocal nonlinearities
• scientific article; zbMATH DE number 5971061
• Approximate controllability for the parabolic-elliptic system
• scientific article; zbMATH DE number 686905
• Nonlinear Optimal Control Problems for Parabolic Equations
• On approximation theorems for controllability of non-linear parabolic problems

zbMATH Keywords

Hamilton-Jacobi-Bellman equationviscosity solutionsemidiscrete numerical schemedeterministic game

Mathematics Subject Classification ID

2-person games (91A05) Nonlinear elliptic equations (35J60) Hamilton-Jacobi equations (35F21) Nonlinear parabolic equations (35K55) PDEs in connection with control and optimization (35Q93) Discrete-time games (91A50)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs
• User’s guide to viscosity solutions of second order partial differential equations
• Title not available (Why is that?)
• A strong comparison result for the bellman equation arising in stochastic exit time control problems and its applications
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
• Dynamic programming for stochastic target problems and geometric flows
• EXISTENCE AND COMPARISON RESULTS FOR FULLY NONLINEAR DEGENERATE ELLIPTIC EQUATIONS WITHOUT ZEROTH-ORDER TERM1*
• Tug-of-war and the infinity Laplacian
• Title not available (Why is that?)
• Tug-of-war with noise: a game-theoretic view of the \(p\)-Laplacian
• A geometrical approach to the study of unbounded solutions of quasilinear parabolic equations
• Convergent difference schemes for nonlinear parabolic equations and mean curvature motion
• Option pricing: A simplified approach
• A stochastic representation for mean curvature type geometric flows
• On the evolution governed by the infinity Laplacian
• A STOCHASTIC REPRESENTATION FOR THE LEVEL SET EQUATIONS
• Rates of convergence for the homogenization of fully nonlinear uniformly elliptic PDE in random media
• A convergent difference scheme for the infinity Laplacian: construction of absolutely minimizing Lipschitz extensions
• A finite difference approach to the infinity Laplace equation and tug-of-war games
• The infinity Laplacian, Aronsson's equation and their generalizations
• A deterministic‐control‐based approach motion by curvature
• A Morphological Scheme for Mean Curvature Motion and Applications to Anisotropic Diffusion and Motion of Level Sets
• A convergent monotone difference scheme for motion of level sets by mean curvature
• A representation formula for the mean curvature motion
• A level set approach for computing discontinuous solutions of Hamilton-Jacobi equations
• Viscosity solutions with shocks
• Maximal and minimal solutions of an Aronsson equation: \(L^{\infty }\) variational problems versus the game theory
• The Level Set Method for Systems of PDEs
• Robust Control Approach to Option Pricing: A Representation Theorem and Fast Algorithm
• A LEVEL SET APPROACH TO SEMICONTINUOUS VISCOSITY SOLUTIONS FOR CAUCHY PROBLEMS
• A billiard-based game interpretation of the Neumann problem for the curve shortening equation
• A semi-Lagrangian scheme for the curve shortening flow in codimension-2

Cited In (36)

• On quadratic approximations for Hamilton-Jacobi-Bellman equations
• Min-max formulas for nonlocal elliptic operators
• An obstacle problem arising in large exponent limit of power mean curvature flow equation
• A probabilistic numerical method for fully nonlinear parabolic PDEs
• Waiting time effect for motion by positive second derivatives and applications
• A game-theoretic approach to dynamic boundary problems for level-set curvature flow equations and applications
• Option pricing with linear market impact and nonlinear Black-Scholes equations
• Mean curvature flow with obstacles
• A game interpretation of the Neumann problem for fully nonlinear parabolic and elliptic equations
• Second-order PDE's and deterministic games
• On the asymptotic optimality of the comb strategy for prediction with expert advice
• A representation formula for viscosity solutions of nonlocal Hamilton-Jacobi equations and applications
• Online Prediction with <scp>History‐Dependent</scp> Experts: The General Case
• A PDE Approach to the Prediction of a Binary Sequence with Advice from Two History‐Dependent Experts
• General existence of solutions to dynamic programming equations
• Solving singular evolution problems in sub-Riemannian groups via deterministic games
• Game theoretical methods in PDEs
• On the horizontal mean curvature flow for axisymmetric surfaces in the Heisenberg group
• Title not available (Why is that?)
• Weakly coupled systems of fully nonlinear parabolic equations in the Heisenberg group
• Semiconvexity of viscosity solutions to fully nonlinear evolution equations via discrete games
• An approximation scheme for stochastic controls in continuous time
• The limit shape of convex hull peeling
• Very singular diffusion equations: second and fourth order problems
• Finite difference methods for the infinity Laplace and \(p\)-Laplace equations
• Asymptotically optimal strategies for online prediction with history-dependent experts
• Regularity for a special case of two-phase Hele-Shaw flow via parabolic integro-differential equations
• A deterministic game interpretation for fully nonlinear parabolic equations with dynamic boundary conditions
• An example of failure of stochastic homogenization for viscous Hamilton-Jacobi equations without convexity
• Prediction with expert advice: a PDE perspective
• The obstacle problem for the \(p\)-Laplacian via optimal stopping of tug-of-war games
• Differentiability of the arrival time
• Introduction to random tug-of-war games and PDEs
• A control problem related to the parabolic dominative \(p\)-Laplace equation
• Convergence of the solutions of the discounted Hamilton-Jacobi equation: a counterexample
• Convergence of meshfree collocation methods for fully nonlinear parabolic equations

This page was built for publication: A deterministic-control-based approach to fully nonlinear parabolic and elliptic equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3588801)