Viscosity Solutions of Hamilton-Jacobi Equations

DOI10.2307/1999343zbMath0599.35024OpenAlexW4239369248WikidataQ57256874 ScholiaQ57256874MaRDI QIDQ3733283

Pierre-Louis Lions, Michael G. Crandall

Publication date: 1983

Full work available at URL: https://doi.org/10.2307/1999343

zbMATH Keywords

generalized solutionsDirichlet problemweak solutionHamilton-Jacobi equationviscosity solutionCauchy problem

Mathematics Subject Classification ID

Nonlinear first-order PDEs (35F20) Boundary value problems for nonlinear first-order PDEs (35F30)

Related Items

Multilevel large deviations and interacting diffusions, A geometric model for active contours in image processing, On the Hamilton-Jacobi-Bellman equations, Neumann type boundary conditions for Hamilton-Jacobi equations, Singular perturbation problems and the Hamilton-Jacobi equation, A PDE approach to some asymptotic problems concerning random differential equations with small noise intensities, Hamilton-Jacobi equations and nonlinear control problems, Interacting particle systems and generalized evolution of fronts, On the Hamilton-Jacobi-Bellmann equations in Banach spaces, Hamilton-Jacobi equations in infinite dimensions. I: Uniqueness of viscosity solutions, Optimal stochastic scheduling of systems with Poisson noises, A remark on regularization in Hilbert spaces, Generalized viscosity solutions for Hamilton-Jacobi equations with time- measurable Hamiltonians, Uniqueness for first-order Hamilton-Jacobi equations and Hopf formula, Minimal time function and viscosity solutions, The porous medium equation as a finite-speed approximation to a Hamilton- Jacobi equation, Hamilton-Jacobi equations in infinite dimensions. II: Existence of viscosity solutions, Viscosity solutions of eikonal and Lie equations on compact manifolds, Asymptotic spherical symmetry of the free boundary in degenerate diffusion equations, A class of differential games with state-dependent closed-loop feedback solutions, 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, Relaxation approximation to front propagation, Viscosity solution theory of a class of nonlinear degenerate parabolic equations. I: Uniqueness and existence of viscosity solutions, Viscosity solutions for weakly coupled systems of first-order partial differential equations, Ergodic problem for the Hamilton-Jacobi-Bellman equation. I: Existence of the ergodic attractor, Strategies of minimax aiming in the direction of the quasigradient, The solution of evolutionary games using the theory of Hamilton-Jacobi equations, Numerical approximations of generalized solutions of the Hamilton-Jacobi equations, A differential game of unlimited duration, Optimal trajectories associated with a solution of the contingent Hamilton-Jacobi equation, Generalizing Hopf and Lax-Oleĭnik formulae via conjugate integral, Asymptotic behavior of the first order obstacle problem, Discrete dynamic programming and viscosity solutions of the Bellman equation, Maximum principle, dynamic programming and their connection in deterministic control, Cauchy-Dirichlet problem for first order nonlinear systems, General existence theorems for Hamilton-Jacobi equations in the scalar and vectorial cases, Optimal consumption and portfolio choice with borrowing constraints, Ergodic problem for the Hamilton-Jacobi-Bellman equation. II, Hedging in incomplete markets with HARA utility, A geometrical optics-based numerical method for high frequency electromagnetic fields computations near fold caustics. I, A generalized front marching algorithm for the solution of the eikonal equation., Viscosity solutions of fully nonlinear parabolic systems., An adaptive mesh redistribution method for nonlinear Hamilton--Jacobi equations in two- and three-dimensions., High-order semi-discrete central-upwind schemes for multi-dimensional Hamilton-Jacobi equations, Stability of traveling waves for Hamilton-Jacobi equations with finite speed perturbations., Weak solutions for equations defined by accretive operators. II: Relaxation limits., Global subanalytic solutions of Hamilton-Jacobi type equations, Isolated singularities for some types of curvature equations., A spectral viscosity method for correcting the long-term behavior of POD models., On application of an alternating direction method to Hamilton--Jacobin--Bellman equations., Wavefront propagation for reaction-diffusion systems of PDE, Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. V: Unbounded linear terms and \(B\)-continuous solutions, Dynamic programming of the Navier-Stokes equations, Remarks on optimal controls of stochastic partial differential equations, Construction of optimal feedback controls, On the rate of convergence of solutions in singular perturbation problems, Asymptotic properties of minimax solutions of Isaacs-Bellman equations in differential games with fast and slow motions., On first-order quasi-variational inequalities with integral terms, Approximation and regular perturbation of optimal control problems via Hamilton-Jacobi theory, A boundary-value problem for Hamilton-Jacobi equations in Hilbert spaces, Viscosity solutions for the dynamic programming equations, Estimate of the guaranteed value in a non-linear differential game of approach, Programmed constructions in control problems with vector criterion, Viscosity solutions of Hamilton-Jacobi equations with unbounded nonlinear terms, Hamilton-Jacobi equations in infinite dimensions. III, Nonuniqueness of solutions of a degenerate parabolic equation, A comparison theorem for a piecewise Lipschitz continuous Hamiltonian and application to Shape-from-Shading problems, Finite extinction time for some perturbed Hamilton-Jacobi equations, Partial differential equations in the 20th century, On the equivalence of some basic principles in variational analysis, A class of fully nonlinear elliptic equations with singularity at the boundary, State constrained control problems with neither coercivity nor \(L^1\) bounds on the controls, Solving Hamilton-Jacobi-Bellman equations by a modified method of characteristics, Geometric restrictions for the existence of viscosity solutions, Nonlinear Neumann boundary conditions for quasilinear degenerate elliptic equations and applications, An Eulerian method for capturing caustics, On Bellman's approach to optimal control theory, Ginzburg-Landau equation and motion by mean curvature. I: Convergence, Constructive methods of control optimization in nonlinear systems, Computation of distorted probabilities for diffusion processes via stochastic control methods., Problems of control and stabilization in dynamical systems, A uniqueness result for the semigroup associated with the Hamilton- Jacobi-Bellman operator, Mini review of fundamental notions in the theory of fully nonlinear elliptic second-order differential equations, Existence theorems for non convex problems, Theory and method of optimal control solution to dynamic system parameters identification. I: Fundamental concept and deterministic system parameters identification, Martingale problems for large deviations of Markov processes, Semicontinuous solutions of Hamilton-Jacobi-Bellman equations with degenerate state constraints, Theory and algorithm of optimal control solution to dynamic system parameters identification. II: Stochastic system parameters identification and application example, The Bellman equation for time-optimal control of noncontrollable, nonlinear systems, Remarques sur des résultats d'existence pour les équations de Hamilton-Jacobi du premier ordre, On global discontinuous solutions of Hamilton-Jacobi equations, Nonlinear semigroup for the unnormalized conditional density, An inequality concerning rearrangements of functions and Hamilton-Jacobi equations, High-frequency wave propagation by the segment projection method, Sur les équations de Monge-Ampère. (About the Monge-Ampère equations), Sufficient conditions for relative minima of broken extremals in optimal control theory, Quasilinear second order elliptic equations with Venttsel boundary conditions, Zero-sum differential games involving impulse controls, Uniqueness of solutions to the Hamilton-Jacobi equation: A system theoretic proof, Dissipative control system for the stochastic nonlinear \(H^{\infty}\) problems, Optimal dividend policy in an insurance company with contagious arrivals of claims, Minimax and viscosity solutions of Hamilton-Jacobi-Bellman equations for time-delay systems, Uniqueness results for nonlocal Hamilton-Jacobi equations, Unilateral conditions modelling the cut front during plasma cutting: FEM solution, Dynamic programming and Lagrange multipliers for active relaxation of resources in nonlinear non-equilibrium systems, Minimum time control problems for non-autonomous differential equations, Convergence of nonlocal threshold dynamics approximations to front propagation, Local fields of extremals for optimal control problems with state constraints of relative degree 1, A maximum principle for evolution Hamilton -- Jacobi equations on Riemannian manifolds, High order fast sweeping methods for static Hamilton-Jacobi equations, Fifth-order weighted power-ENO schemes for Hamilton-Jacobi equations, Amorphous surface growth via a level set approach, The method of characteristics for Hamilton-Jacobi equations and applications to dynamical optimization, A discontinuous Galerkin finite element method for directly solving the Hamilton-Jacobi equations, Existence of solutions to a global eikonal equation, On the value function for nonautonomous optimal control problems with infinite horizon, Dynamic programming principle of control systems on manifolds and its relations to maximum principle, Symmetry of viscosity solutions for fully nonlinear parabolic equations, On the smoothness of value functions and the existence of optimal strategies in diffusion models, Asymptotic boundary estimates to infinity Laplace equations with \(\Gamma\)-varying nonlinearity, The second order expansion of boundary blow-up solutions for infinity-Laplacian equations, Differential games with switching strategies, Perron's method for Hamilton-Jacobi equations, An impulsive control problem with state constraint, Differential games of fixed duration with state constraints, Comparison results for elliptic and parabolic equations via Schwarz symmetrization, Maximal solutions and universal bounds for some partial differential equations of evolution, The maximum principle for viscosity solutions of fully nonlinear second order partial differential equations, Idempotent analysis as a tool of control theory and optimal synthesis. I, Idempotent analysis as a tool of control theory and optimal synthesis. II, Developments in differential game theory and numerical methods: Economic and management applications, Defining the asymptotics for one class of singularly perturbed problems of vibrational mechanics, Lipschitz-continuous local isometric immersions: rigid maps and origami, Persistence and stability of solutions of Hamilton-Jacobi equations, Representations formulas for some differential games with asymmetric information, Geodesic active contour under geometrical conditions: theory and 3D applications, Classical solutions of linear regulator for degenerate diffusions, Computational high frequency waves through curved interfaces via the Liouville equation and geometric theory of diffraction, Commuting Hamiltonians and Hamilton-Jacobi multi-time equations, The order completion method for systems of nonlinear PDEs: pseudo-topological perspectives, Viscosity solution of mean-variance portfolio selection of a jump Markov process with no-shorting constraints, A second order discontinuous Galerkin fast sweeping method for eikonal equations, Numerical analysis of a free-boundary singular control problem in financial economics, Optimal consumption and portfolio rules with durability and habit formation, Unconditionally stable methods for Hamilton-Jacobi equations, Minimax solutions of Hamilton-Jacobi functional equations for neutral-type systems, Global solution for a non-local eikonal equation modelling dislocation dynamics, Guaranteed strategies for escaping encirclement, Computation of reservation prices of options with proportional transaction costs, Numerical convergence for the Bellman equation of stochastic optimal control with quadratic costs and constraints, Uniqueness of Lipschitz extensions: Minimizing the sup norm of the gradient, Existence and multiplicity results for Pucci's operators involving nonlinearities with zeros, Modeling wildland fire propagation with level set methods, A nonconforming Morley finite element method for the fully nonlinear Monge-Ampère equation, Error estimation and adaptive discretization for the discrete stochastic Hamilton-Jacobi-Bellman equation, Homogenization for fully nonlinear parabolic equations, Segmentation of complex geophysical structures with well data, A stochastic approach to a multivalued Dirichlet-Neumann problem, Neumann boundary condition for a non-autonomous Hamilton-Jacobi equation in a quarter plane, Optimal investment policy and dividend payment strategy in an insurance company, On nonuniqueness of solutions of Hamilton-Jacobi-Bellman equations, On existence and uniqueness of viscosity solutions for second order fully nonlinear PDEs with Caputo time fractional derivatives, Directly solving the Hamilton-Jacobi equations by Hermite WENO schemes, On the regularity of viscosity solutions of fully nonlinear elliptic equations, The Lax-Friedrichs sweeping method for optimal control problems in continuous and hybrid dynamics, Large deviations estimates for some non-local equations: fast decaying kernels and explicit bounds, Aronsson's equations on Carnot-Carathéodory spaces, Viscosity solutions of path-dependent integro-differential equations, Global propagation of singularities for solutions of Hamilton-Jacobi equations, Construction of a generalized solution to an equation that preserves the Bellman type in a given domain of the state space, Eulerian Gaussian beams for Schrödinger equations in the semi-classical regime, A comparison principle for Hamilton-Jacobi equations related to controlled gradient flows in infinite dimensions, Discrete time schemes for optimal control problems with monotone controls, Differential games with asymmetric and correlated information, Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility, A free boundary problem for a Hamilton-Jacobi equation arising in ion etching, A Bloch band based level set method for computing the semiclassical limit of Schrödinger equations, Asymptotic expansions for Markov processes with Lévy generators, Viscosity solutions for a model of contact line motion, A numerical approach to the infinite horizon problem of deterministic control theory, Construction of approximate saddle-point strategies for differential games in a Hilbert space, Small noise asymptotics for invariant densities for a class of diffusions: a control theoretic view, Penalty approach to the HJB equation arising in European stock option pricing with proportional transaction costs, Viscosity solutions to a new phase-field model with Neumann boundary condition for solid-solid phase transitions, Evasive path planning under surveillance uncertainty, Nonexistence of global characteristics for viscosity solutions, Nonlinear optimal control: a numerical scheme based on occupation measures and interval analysis, Optimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend payments, Geometric properties of solutions of Hamilton-Jacobi equations, Approximation schemes for viscosity solutions of Hamilton-Jacobi equations, Viscosity solutions of Isaacs' equations and differential games with Lipschitz controls, Approximate solutions of the Bellman equation of deterministic control theory, Hamilton-Jacobi equations: Viscosity solutions and generalized gradients, Infinite-dimensional Hamilton-Jacobi equations with large zeroth-order coefficient, Comparison principle for singular degenerate elliptic equations on unbounded domains, Fully nonlinear oblique derivative problems for nonlinear second-order elliptic PDE's, Reinterpretation and simplified implementation of a discontinuous Galerkin method for Hamilton-Jacobi equations, Subsolutions for abstract evolution equations., Optimal investment for insurer with jump-diffusion risk process, Homogenization of a microscopic pedestrians model on a convergent junction, A computational approach to optimal control problems subject to mixed control-state constraints, Collective motion driven by nutrient consumption, Local behaviour of the solutions of the Chipot-Weissler equation, Slow persuasion, Equivalence of minimax and viscosity solutions of path-dependent Hamilton-Jacobi equations, Convex monotone semigroups on lattices of continuous functions, On the viscosity approach to a class of fully nonlinear elliptic equations, Large Deviation Principle and Thermodynamic Limit of Chemical Master Equation via Nonlinear Semigroup, <scp>RBF‐ENO</scp>/<scp>WENO</scp> schemes with <scp>Lax–Wendroff</scp> type time discretizations for <scp>Hamilton–Jacobi</scp> equations, Solution of a parabolic Hamilton-Jacobi type equation determined by a simple boundary singularity, A zero-sum deterministic impulse controls game in infinite horizon with a new HJBI-QVI, Stability of hypercontractivity, the logarithmic Sobolev inequality, and Talagrand's cost inequality, Global well‐posedness for the one‐phase Muskat problem, Synchronization in a Kuramoto mean field game, From weak to strong convergence of the gradients for Finsler \(p\)-Laplacian problems as \(p \to \infty\), A Selection Principle for Weak KAM Solutions via Freidlin–Wentzell Large Deviation Principle of Invariant Measures, The Aronsson equation for absolute minimizers of supremal functionals in Carnot–Carathéodory spaces, Continuous and impulse controls differential game in finite horizon with Nash-equilibrium and application, A high-order numerical scheme for stochastic optimal control problem, A Dynamical Approach to Lower Gradient Estimates for Viscosity Solutions of Hamilton–Jacobi Equations, Nonlinear semigroups for nonlocal conservation laws, On the fragility of the basis on the Hamilton-Jacobi-Bellman equation in economic dynamics, Large deviations for Markov processes with switching and homogenisation via Hamilton-Jacobi-Bellman equations, Towards weak KAM theory at relative equilibrium, Optimal reinsurance and dividend under model uncertainty, Conservation laws and Hamilton-Jacobi equations with space inhomogeneity, Semidiscrete shocks for the full velocity difference model, Viscosity solutions to second order path-dependent Hamilton-Jacobi-Bellman equations and applications, Large deviation principle for quasi-stationary distributions and multiscale dynamics of absorbed singular diffusions, Differential games in a Banach space without discrimination, Boundary behavior of large solutions to the infinity Laplace equations on the half-line, Minimal entropy conditions for scalar conservation laws with general convex fluxes, Viscosity solutions to complex first eigenvalue equations, Optimal singular dividend control with capital injection and affine penalty payment at ruin, Multigrid methods for convergent mixed finite difference scheme for Monge-Ampère equation, Approximating the value of zero-sum differential games with linear payoffs and dynamics, A generalized stochastic process: fractional \(G\)-Brownian motion, Optimal strategies in a production inventory control model, Entropy solutions to a non-conservative and non-strictly hyperbolic diagonal system inspired by dislocation dynamics, Mean-variance portfolio selection under no-shorting rules: a BSDE approach, Monotone solutions for mean field games master equations: continuous state space and common noise, Stability and weak KAM solutions of contact Hamilton-Jacobi equation, Survey on path-dependent PDEs, Weighted Orlicz regularity for fully nonlinear elliptic equations with oblique derivative at the boundary via asymptotic operators, Convergence of the solutions of the nonlinear discounted Hamilton-Jacobi equation: the central role of Mather measures, A fast single-pass method for solving the generalized eikonal equation in a moving medium, Viscosity Solutions for McKean–Vlasov Control on a Torus, Optimal Control of Infinite-Dimensional Differential Systems with Randomness and Path-Dependence and Stochastic Path-Dependent Hamilton–Jacobi Equations, Potential estimates for fully nonlinear elliptic equations with bounded ingredients, The Carleman convexification method for Hamilton-Jacobi equations, Reinforcement learning based optimal synchronization control for multi-agent systems with input constraints using vanishing viscosity method, Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions, Unnamed Item, Unnamed Item, Unnamed Item, Unnamed Item, Evolution, implementation, and application of level set and fast marching methods for advancing fronts, Comparison principle for the Cauchy problem for Hamilton-Jacobi equations with discontinuous data, Paraxial eikonal solvers for anisotropic quasi-P travel times., Practical \(L_2\) disturbance attenuation for nonlinear systems, Existence of solutions to the Hamilton-Jacobi-Bellman equation under quadratic growth conditions, Relaxation Lax-Friedrichs sweeping scheme for static Hamilton-Jacobi equations, Quantitative compactness estimates for Hamilton-Jacobi equations, A note on front tracking and the equivalence between viscosity solutions of Hamilton-Jacobi equations and entropy solutions of scalar conservation laws, Backward stochastic differential equations and partial differential equations with quadratic growth., Long time averaged reflection force and homogenization of oscillating Neumann boundary conditions., Shock capturing, level sets, and PDE based methods in computer vision and image processing: A review of Osher's contributions, Transport and diffusion of material quantities on propagating interfaces via level set methods., Target problems under state constraints for nonlinear controlled impulsive systems, Rectifiability results for singular and conjugate points of optimal exit time problems, Solutions of Hamilton-Jacobi equations and scalar conservation laws with discontinuous space-time dependence, High-order schemes for Hamilton--Jacobi equations on triangular meshes, The Dirichlet-to-Neumann map, viscosity solutions to eikonal equations, and the self-dual equations of pattern formation, The pressure equation in the fast diffusion range, On reachability and minimum cost optimal control, Stochastic viscosity solutions for nonlinear stochastic partial differential equations. I, Nonstandard local discontinuous Galerkin methods for fully nonlinear second order elliptic and parabolic equations in high dimensions, On the geometry of geodesics in discrete optimal transport, Numerical schemes for investment models with singular transactions, Approximation schemes for constructing minimax solutions of Hamilton- Jacobi equations, Game-theory-based consensus learning of double-integrator agents in the presence of worst-case adversaries, Convexity properties of the minimum time function, Consistent parameter estimation for partially observed diffusions with small noise, Generalized motion by mean curvature with Neumann conditions and the Allen-Cahn model for phase transitions, Uncertain saddle point equilibrium differential games with non-anticipating strategies, Ordered line integral methods for computing the quasi-potential, A sixth-order weighted essentially non-oscillatory schemes based on exponential polynomials for Hamilton-Jacobi equations, On the regularity of weak solutions to Burgers' equation with finite entropy production, Value function and optimality condition for semilinear control problems. II: Parabolic case, Power- and log-concavity of viscosity solutions to some elliptic Dirichlet problems, Generalized Bellman-Hamilton-Jacobi optimality conditions for a control problem with a boundary condition, Singular optimal control by minimizer flows, 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, Numerical method for image registration model based on optimal mass transport, The construction of singular curves for generalized solutions of eikonal-type equations with a curvature break in the boundary of the edge set, On the uniqueness of solutions of the homogeneous curvature equations, Finding the quasipotential for nongradient SDEs, Viscosity solutions to a model for solid-solid phase transitions driven by material forces, Dimension-by-dimension moment-based central Hermite WENO schemes for directly solving Hamilton-Jacobi equations, Effective junction conditions for degenerate parabolic equations, Error analysis of the high order scheme for homogenization of Hamilton-Jacobi equation, Algorithm for overcoming the curse of dimensionality for time-dependent non-convex Hamilton-Jacobi equations arising from optimal control and differential games problems, An arbitrary Lagrangian-Eulerian local discontinuous Galerkin method for Hamilton-Jacobi equations, Discontinuous solutions of Hamilton-Jacobi-Bellman equation under state constraints, Large deviations principle by viscosity solutions: the case of diffusions with oblique Lipschitz reflections, Numerical solution to optimal feedback control by dynamic programming approach: a local approximation algorithm, Optimal trajectories of curvature constrained motion in the Hamilton-Jacobi formulation, Optimal portfolio and consumption selection with default risk, Tracking of lines in spherical images via sub-Riemannian geodesics in \(\mathrm{SO}(3)\), A locally gradient-preserving reinitialization for level set functions, Hamilton-Jacobi functional equations and differential games for neutral-type systems, Cache-efficient parallel eikonal solver for multicore CPUs, The vanishing viscosity limit for a system of H-J equations related to a debt management problem, Deterministic minimax impulse control, Alternating evolution methods for static Hamilton-Jacobi equations, Reinforcement learning for a class of continuous-time input constrained optimal control problems, The asymptotic bounds of viscosity solutions of the Cauchy problem for Hamilton-Jacobi equations, Comparison theorem for nonlinear path-dependent partial differential equations, Variational principle for contact Hamiltonian systems and its applications, Hamilton-Jacobi-Bellman equations with time-measurable data and infinite horizon, The valuation of American passport options: a viscosity solution approach, Qualitative properties of trajectories of control systems: a survey, Explicit solution of some first-order PDE's, Hamilton-Jacobi-Bellman equation under states constraints, Global structure and regularity of solutions to the Eikonal equation, Differential tests for plurisubharmonic functions and Koch curves, Application of the method of convexification to find a multivalued integral, Vanishing curvature viscosity for front propagation, Blow-up rates of large solutions for infinity Laplace equations, High order finite difference Hermite WENO schemes for the Hamilton-Jacobi equations on unstructured meshes, Retracted: ``Multidimensional viscosity solution theory of semi-linear partial differential equations, Existence of solutions to fully nonlinear elliptic equations with gradient nonlinearity, Regularity theory for the Isaacs equation through approximation methods, Interior boundaries for degenerate elliptic equations and viscosity solutions, Double obstacle problems with obstacles given by non-\(C^2\) Hamilton-Jacobi equations, Asymptotic profiles of solutions to viscous Hamilton--Jacobi equations, Optimal stopping for Brownian motion with applications to sequential analysis and option pricing, Geometric existence theory for the control-affine nonlinear optimal regulator, A non-local regularization of first order Hamilton-Jacobi equations, On the zero-temperature or vanishing viscosity limit for certain Markov processes arising from Lagrangian dynamics, Nonsmooth analysis and Hamilton--Jacobi equations on Riemannian manifolds, Continuous dependence estimates for viscosity solutions of integro-PDEs, Computing multivalued physical observables for the semiclassical limit of the Schrödinger equation, Viscosity solutions to evolution problems of star-shaped reachable sets, Monotone mixed finite difference scheme for Monge-Ampère equation, Optimal paths for variants of the 2D and 3D Reeds-Shepp car with applications in image analysis, On the solution of a system of Hamilton-Jacobi equations of special form, PDE solutions of stochastic differential utility, Partially observed control of Markov processes. IV, Front propagation for reaction-diffusion equations of bistable type, Eigenvalues and eigen-functionals of diagonally dominant endomorphisms in Min-Max analysis, A local piecewise parabolic method for Hamilton--Jacobi equations, Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. I: The case of bounded stochastic evolutions, Total risk aversion, stochastic optimal control, and differential games, Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. IV: Hamiltonians with unbounded linear terms, On the pricing of contingent claims under constraints, A PDE approach to certain large deviation problems for systems of parabolic equations, Existence of viscosity solutions of Hamilton-Jacobi equations, Generalized Hopf formulas for the nonautonomous Hamilton-Jacobi equation, Continuous dependence estimates for viscosity solutions of fully nonlinear degenerate parabolic equations, Uniqueness for parabolic equations without growth condition and applications to the mean curvature flow in \(\mathbb R^2\), Multiple-objective risk-sensitive control and its small noise limit, On the stability of the cut locus, The exact asymptotic behavior of blow-up solutions to a highly degenerate elliptic problem, Strong convergence of asymptotically pseudocontractive semigroup by viscosity iteration, Algorithms for overcoming the curse of dimensionality for certain Hamilton-Jacobi equations arising in control theory and elsewhere, Weak KAM theory for Hamilton-Jacobi equations depending on unknown functions, An optimal consumption-investment model with constraint on consumption, Nonsmooth nonoscillating WKB-Maslov-type asymptotics for linear parabolic PDE, Viscosity solutions of second order partial differential equations with boundary conditions on Riemannian manifolds, Identification, characterization and evolution of non-local quasi-Lagrangian structures in turbulence, Problem of collision avoidance for a team motion with obstacles, On the continuous extension of a generalized solution of the Hamilton-Jacobi equation by characteristics that form a central field of extremals, An optimal control model of carbon reduction and trading, Error estimates for approximation schemes of effective Hamiltonians arising in stochastic homogenization of Hamilton-Jacobi equations, A uniformly second order fast sweeping method for eikonal equations, Fast sweeping methods for hyperbolic systems of conservation laws at steady state, Alternating evolution discontinuous Galerkin methods for Hamilton-Jacobi equations, A gradient augmented level set method for unstructured grids, A new discontinuous Galerkin finite element method for directly solving the Hamilton-Jacobi equations, Stochastic optimal control of quasi non-integrable Hamiltonian systems with stochastic maximum principle, Continuous-time stochastic games of fixed duration, On a differential interception game, On the LQG theory with bounded control, Macroscopic traffic models: shifting from densities to ``celerities, Coordination and collision avoidance for Lagrangian systems with disturbances, Viscosity solutions for systems of parabolic variational inequalities, Optimal results for parabolic problems arising in some physical models with critical growth in the gradient respect to a Hardy potential, On the numerical approximation of viscosity solutions for the differential-functional Cauchy problem, Viscosity solutions and American option pricing in a stochastic volatility model of the Ornstein-Uhlenbeck type, The Chebyshev spectral viscosity method for the time dependent eikonal equation, Classical and impulse control for the optimization of dividend and proportional reinsurance policies with regime switching, A local discontinuous Galerkin method for directly solving Hamilton-Jacobi equations, A viscosity approach to degenerate complex Monge-Ampère equations, VIALS: an Eulerian tool based on total variation and the level set method for studying dynamical systems, Numerical Eulerian method for linearized gas dynamics in the high frequency regime, Gradient dynamics in population games: some basic results, Properties of a level set algorithm for the visibility problems, Superposition of multi-valued solutions in high frequency wave dynamics, The flexible, extensible and efficient toolbox of level set methods, Vanishing moment method and moment solutions for fully nonlinear second order partial differential equations, A central discontinuous Galerkin method for Hamilton-Jacobi equations, Markov perfect Nash equilibria in models with a single capital stock, Generalized lower and upper functions for the \(\varphi\)-Laplacian, Variable-source shading analysis, SBV-like regularity for Hamilton-Jacobi equations with a convex Hamiltonian, The use of a Legendre pseudospectral viscosity technique to solve a class of nonlinear dynamic Hamilton-Jacobi equations, Conditional Lie Bäcklund symmetries of Hamilton-Jacobi equations, Utility-based hedging and pricing with a nontraded asset for jump processes, A boundary-only meshless method for numerical solution of the eikonal equation, A short time existence/uniqueness result for a nonlocal topology-preserving segmentation model, A Hamilton-Jacobi framework for modeling folds in structural geology, About an optimal visiting problem, Stochastic viscosity solutions for SPDEs with continuous coefficients, Optimal control of ice formation in living cells during freezing, Solvability via viscosity solutions for a model of phase transitions driven by configurational forces, Mapped WENO schemes based on a new smoothness indicator for Hamilton-Jacobi equations, Optimal control of the risk process in a regime-switching environment, Convexity and semiconvexity along vector fields, Financing policies via stochastic control: a dynamic programming approach, Pricing a contingent claim liability with transaction costs using asymptotic analysis for optimal investment, Analysis of Galerkin methods for the fully nonlinear Monge-Ampère equation, Optimization of output feedback control under set-membership uncertainty, On Kolmogorov equations for anisotropic multivariate Lévy processes, Local discontinuous Galerkin methods for one-dimensional second order fully nonlinear elliptic and parabolic equations, On a solution of the Hamilton-Jacobi equation arising in molecular biology, Control: a perspective, Wigner measures supported on weak KAM tori, Wavelet frame based surface reconstruction from unorganized points, Parabolic approximation in ray coordinates for high-frequency nonlinear waves in a inhomogeneous and high speed moving fluid, Classical characteristics of the Bellman equation in constructions of grid optimal synthesis, On the dynamics of WKB wave functions whose phase are weak KAM solutions of H-J equation, On the minimizers of calculus of variations problems in Hilbert spaces, Partial differential equations governed by accretive operators, Boundary behavior of large viscosity solutions to infinity Laplace equations, Numerical studies of the optimization of the first eigenvalue of the heat diffusion in inhomogeneous media, Global existence results for eikonal equation with \(BV\) initial data, A numerical framework for modeling folds in structural geology, Convergence analysis of the fast sweeping method for static convex Hamilton-Jacobi equations, Large deviations of a velocity jump process with a Hamilton-Jacobi approach, On the optimal transport of semiclassical measures, The exact asymptotic behavior of boundary blow-up solutions to infinity Laplacian equations, A fast marching algorithm for the factored eikonal equation, Generalised solutions for fully nonlinear PDE systems and existence-uniqueness theorems, Stochastic optimal control and linear programming approach, Local-structure-preserving discontinuous Galerkin methods with Lax-Wendroff type time discretizations for Hamilton-Jacobi equations, Generalized viscosity approximation methods in multiobjective optimization problems, Time remotely almost periodic viscosity solutions of Hamilton-Jacobi equations, Adjoint methods for static Hamilton-Jacobi equations, Stochastic control in a determinate differential pursuit-evasion game, Convection-diffusion equations in a circle: the compatible case, A nonlinear PDE model for reconstructing a regular surface from sampled data using a level set formulation on triangular meshes, Factored singularities and high-order Lax-Friedrichs sweeping schemes for point-source traveltimes and amplitudes, Scaling of Huygens-front speedup in weakly random media, Generic singularities of minimax solutions to Hamilton-Jacobi equations, Elliptic perturbation for linear and nonlinear equations with a singular point, Comparison principle for Dirichlet-type Hamilton-Jacobi equations and singular perturbations of degenerated elliptic equations, Stability of solutions to Hamilton-Jacobi equations under state constraints, Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations, Global propagation of singularities for time dependent Hamilton-Jacobi equations, Lipschitz dependence of viscosity solutions of Hamilton-Jacobi equations with respect to the parameter, Recent progresses in boundary layer theory, Markowitz's mean-variance optimization with investment and constrained reinsurance, Infinite horizon controlled diffusions with randomly varying and state-dependent discount cost rates, Long-time asymptotic solutions of convex Hamilton-Jacobi equations depending on unknown functions, On infinite order and fully nonlinear partial differential evolution equations, Optimal impulse control for a multidimensional cash management system with generalized cost functions, A field-space-based level set method for computing multi-valued solutions to 1D Euler-Poisson equations, Finite time Merton strategy under drawdown constraint: a viscosity solution approach, Minimizing the ruin probability allowing investments in two assets: a two-dimensional problem, Lax-Hopf formula and Max-Plus properties of solutions to Hamilton-Jacobi equations, Finite element approximations of general fully nonlinear second order elliptic partial differential equations based on the vanishing moment method, A low complexity algorithm for non-monotonically evolving fronts, Quantifying the potential and flux landscapes of multi-locus evolution, Variational methods for the selection of solutions to an implicit system of PDE, Explicit solutions for continuous time mean-variance portfolio selection with nonlinear wealth equations, Dynamic and asymptotic behavior of singularities of certain weak KAM solutions on the torus, High-order semi-discrete central-upwind schemes with Lax-Wendroff-type time discretizations for Hamilton-Jacobi equations, A variational principle for contact Hamiltonian systems, An alternative formulation of discontinous Galerkin schemes for solving Hamilton-Jacobi equations, Characteristic fast marching method on triangular grids for the generalized eikonal equation in moving media, Geometrical optical illusion via sub-Riemannian geodesics in the roto-translation group, Finite difference Hermite WENO schemes for the Hamilton-Jacobi equations, Redistancing by flow of time dependent eikonal equation, A representation formula for large deviations rate functionals of invariant measures on the one dimensional torus, Existence and uniqueness of solutions of surface reconstruction problem, Global solutions to the eikonal equation, Efficient robust control of first order scalar conservation laws using semi-analytical solutions, On numerical approximation of the Hamilton-Jacobi-transport system arising in high frequency approximations, Discussion of dynamic programming and linear programming approaches to stochastic control and optimal stopping in continuous time, Asymptotic estimates of boundary blow-up solutions to the infinity Laplace equations, Optimal dividend policies for compound Poisson processes: the case of bounded dividend rates, From pointwise to local regularity for solutions of Hamilton-Jacobi equations, The tug-of-war without noise and the infinity Laplacian in a wedge, Minimizing configurations and Hamilton-Jacobi equations of homogeneous \(N\)-body problems, An explicit method for optimal control problems, Shape and topology optimization of compliant mechanisms using a parameterization level set method, A viscosity solution approach to regularity properties of the optimal value function, Generalized backward doubly stochastic differential equations and SPDEs with nonlinear Neumann boundary conditions, On the regularity near the boundary of viscosity solutions of eikonal equations, High-order weighted compact nonlinear scheme for one- and two-dimensional Hamilton-Jacobi equations, Path-dependent Hamilton-Jacobi equations: the minimax solutions revised, Augmented Lagrangian methods for degenerate Hamilton-Jacobi equations, Optimal strategies in linear multisector models: Value function and optimality conditions, Comparison geometry for an extension of Ricci tensor, Inequalities for subgradients of a value functional in differential games for time-delay systems, Optimal dividend of compound Poisson process under a stochastic interest rate, Anti-periodic solutions for fully nonlinear first-order differential equations, Analytic stratifications and the cut locus of a class of distance functions, A stochastic differential game of duopolistic competition with sticky prices, A thorough description of one-dimensional steady open channel flows using the notion of viscosity solution, Viscosity solutions of integro-differential equations and passport options in a jump-diffusion model, Numerical solutions to the Bellman equation of optimal control, Evolution equations on Gabor transforms and their applications, Forward dynamic utility functions: a new model and new results, Infinite horizon problems on stratifiable state-constraints sets, On the uniqueness of solutions of spectral equations, Semiconcave solutions of partial differential inclusions, Existence of viscosity solutions for Hessian equations in exterior domains, An accurate spectral/discontinuous finite-element formulation of a phase-space-based level set approach to geometrical optics, Stratified semiconcave control-Lyapunov functions and the stabilization problem, Optimal bounded control of quasi-nonintegrable Hamiltonian systems using stochastic maximum principle, Layered viscosity solutions of nonautonomous Hamilton-Jacobi equations: semiconvexity and relations to characteristics, Global subanalytic solutions of Hamilton--Jacobi type equations, Existence and uniqueness of Lipschitz continuous graphs with prescribed Levi curvature, On minima of a functional of the gradient: upper and lower solutions, Solution to the boundary blowup problem for \(k\)-curvature equation, Approximation of optimal feedback control: a dynamic programming approach, Value functions and transversality conditions for infinite-horizon optimal control problems, A TVD-type method for 2D scalar Hamilton-Jacobi equations on unstructured meshes, The \(\varepsilon\)-strategy in variational analysis: illustration with the closed convexification of a function, Generation of singularities from the initial datum for Hamilton-Jacobi equations, Asymptotic value in frequency-dependent games with separable payoffs: a differential approach, Bornological coderivative and subdifferential calculus in smooth Banach spaces, Pricing and hedging in incomplete markets with model uncertainty, Generalized ergodic problems: existence and uniqueness structures of solutions, Ordered line integral methods for solving the eikonal equation, Improved characteristic fast marching method for the generalized eikonal equation in a moving medium, Generation of dangerous disturbances for flight systems, Infinite horizon differential games with asymmetric information, Computing the quasipotential for highly dissipative and chaotic SDEs an application to stochastic Lorenz'63, An algorithm for solving a class of multiplayer feedback-Nash differential games, Optimal singular dividend problem under the Sparre Andersen model, Symmetry results for viscosity solutions of fully nonlinear equations in annular and exterior domains, Subdifferentials of marginal functions of parametric bang-bang control problems, Hamiltonian formalism in team control problems, Corner cases, singularities, and dynamic factoring, Asymptotic solutions for high frequency Helmholtz equations in anisotropic media with Hankel functions, Estimate for the accuracy of a backward procedure for the Hamilton-Jacobi equation in an infinite-horizon optimal control problem, Stable functionals of neutral-type dynamical systems, Approximation of minimax solutions of Hamilton-Jacobi functional equations for time-delay systems, A mean-field optimal control formulation of deep learning, Viscous solutions of the Hamilton-Jacobi-Bellman equation on time scales, The viscosity method for the implicit double midpoint rule with numerical results and its applications, Optimal dividend payments for a two-dimensional insurance risk process, Continuous dependence of the value function on a class of one-dimensional autonomous optimal control problems and existence of solutions, Viability constraints for computing solutions to the Lighthill-Whitham-Richards model involving partial autonomous vehicle flow, Loss of regularity for Kolmogorov equations, A third order fast sweeping method with linear computational complexity for eikonal equations, Remarks on the comparison principle for quasilinear PDE with no zeroth order terms, The lovebirds problem: why solve Hamilton-Jacobi-Bellman equations matters in love affairs, The generalized solution of the system of quasilinear equations, A partial history of the early development of continuous-time nonlinear stochastic systems theory, A fast sweeping method for eikonal equations on implicit surfaces, Some Properties of Viscosity Solutions of Hamilton-Jacobi Equations, Optimal Dividend Payment and Regime Switching in a Compound Poisson Risk Model, On Convex Finite-Dimensional Variational Methods in Imaging Sciences and Hamilton--Jacobi Equations, Optimal Stopping Problem Associated with Jump-diffusion Processes, The variational approach to Hamilton-Jacobi equations driven by a Gaussian noise, A Fast-marching Algorithm for Nonmonotonically Evolving Fronts, The Dirichlet problem for the prescribed curvature equations, Convex ENO schemes for Hamilton-Jacobi equations, A fast sweeping method for static convex Hamilton-Jacobi equations, A Remark on Bony Maximum Principle, Remarks on elliptic singular perturbation problems, Hamilton-Jacobi Equations With Singular Boundary Conditions on a free Boundary and Applications to Differential Games, A Penalization-Regularization-Operator Splitting Method for Eikonal Based Traveltime Tomography, The negative of regular cosmological time function is a viscosity solution, Unification of differential games, generalized solutions of the Hamilton-Jacobi equations, and a stochastic guide, On the efficiency of optimal grid synthesis in optimal control problems with fixed terminal time, Zero-sum path-dependent stochastic differential games in weak formulation, Model predictive control for drift counteraction of stochastic constrained linear systems, An adaptive finite-difference method for accurate simulation of first-arrival traveltimes in heterogeneous media, The turnpike property in nonlinear optimal control -- a geometric approach, On the twice differentiability of viscosity solutions of nonlinear elliptic equations, Solutions to Hamilton-Jacobi equation on a Wasserstein space, Recent Advances in Numerical Solution of HJB Equations Arising in Option Pricing, Comparison theorems for a class of first order Hamilton-Jacobi equations, Differential games with maximum cost, Unnamed Item, Self-similar evolution of a body eroding in a fluid flow, An asymptotic Green's function method for time-dependent Schrödinger equations with application to Kohn-Sham equations, A Stochastic Galerkin Method for Hamilton--Jacobi Equations with Uncertainty, An asymptotic preserving scheme for capturing concentrations in age-structured models arising in adaptive dynamics, Piecewise linear price function of a differential game with simple dynamics and integral terminal price functional, Discrete-to-continuum convergence of charged particles in 1D with annihilation, Explicit dynamics with a non-local damage model using the thick level set approach, Time periodic solutions of Hamilton-Jacobi equations with autonomous Hamiltonian on the circle, Justification of the geometric solution of a target defense game with faster defenders and a convex target area using the HJI equation, Freezing of Living Cells: Mathematical Models and Design of Optimal Cooling Protocols, On the basis of the Hamilton-Jacobi-Bellman equation in economic dynamics, A robust consumption model when the intensity of technological progress is ambiguous, A fast regularisation of a Newtonian vortex equation, Exploring the unknown: the work of Louis Nirenberg on partial differential equations, Viscosity solutions of contact Hamilton-Jacobi equations with Hamiltonians depending periodically on unknown functions, Reducing a Differential Game to a Pair of Optimal Control Problems, Viscosity solutions of Hamilton-Jacobi equations for neutral-type systems, Almost periodic type functions of several variables and applications, Some new results in multiphase geometrical optics, The vanishing discount problem for Hamilton–Jacobi equations in the Euclidean space, Infinite Horizon Optimal Control of Non-Convex Problems Under State Constraints, MODULATED INFORMATION FLOWS IN FINANCIAL MARKETS, New Applications of Variational Analysis to Optimization and Control, The use of variational iteration method and Adomian decomposition method to solve the Eikonal equation and its application in the reconstruction problem, A seminumeric approach for solution of the Eikonal partial differential equation and its applications, On the single valuedness of Hamilton-Jacobi operators, A posteriori error estimates for general numerical methods for Hamilton-Jacobi equations. Part I: The steady state case, Homogenization of one-phase Stefan-type problems in periodic and random media, The Bellman equation for minimizing the maximum cost, Max-min representations and product formulas for the viscosity solutions of Hamilton-Jacobi equations with applications to differential games, Semilinear approximation technique for max-min type Hamilton-Jacobi equations over finite max-min index set, Propagation of graphs in two-dimensional inhomogeneous media, Mapped WENO and weighted power ENO reconstructions in semi-discrete central schemes for Hamilton-Jacobi equations, Motion by curvature by scaling nonlocal evolution equations, The Cauchy problem for a class of quasilinear parabolic equations, Symmetrical weighted essentially non-oscillatory-flux limiter schemes for Hamilton-Jacobi equations, Generalized Hamilton--Jacobi--Bellman Equations with Dirichlet Boundary Condition and Stochastic Exit Time Optimal Control Problem, Hamilton-Jacobi Equations with State Constraints, Perturbed Dynamical Systems with an Attracting Singularity and Weak Viscosity Limits in Hamilton-Jacobi Equations, Nonsmooth analysis in control theory: a survey, Control design for autonomous vehicles: a dynamic optimization perspective, Discussion on: ``Stabilization and disturbance attenuation of nonlinear systems using dissipativity theory, Boundary behavior for the solutions to Dirichlet problems involving the infinity-Laplacian, On ergodic problem for Hamilton-Jacobi-Isaacs equations, Morphological and linear scale spaces for fiber enhancement in DW-MRI, On some completions of the space of hamiltonian maps, On the (non) existence of viscosity solutions of multi-time Hamilton-Jacobi equations, A Second Order Central Scheme for Hamilton-Jacobi Equations on Triangular Grids, Multicriteria Optimal Control and Vectorial Hamilton-Jacobi Equation, Operator-Splitting Based Fast Sweeping Methods for Isotropic Wave Propagation in a Moving Fluid, The viability property of controlled jump diffusion processes, Minimal Stencils for Discretizations of Anisotropic PDEs Preserving Causality or the Maximum Principle, Tug-of-war and the infinity Laplacian, Numerical Analysis of Additive, Lévy and Feller Processes with Applications to Option Pricing, The Riemann Problem for Nonconvex Scalar Conservation Laws and Hamilton-Jacobi Equations, Acoustic wave propagation in anisotropic media with applications to piezoelectric materials, Unnamed Item, Translation invariance of weak KAM solutions of the Newtonian $N$-body problem, A Short Introduction to Viscosity Solutions and the Large Time Behavior of Solutions of Hamilton–Jacobi Equations, Vector-valued optimal Lipschitz extensions, Multi-phase computations in geometrical optics, Semigeodesics and the minimal time function, Graph selectors and viscosity solutions on Lagrangian manifolds, Large deviation estimates for some nonlocal equations. General bounds and applications, Multi-asset investment-consumption model with transaction costs, Singular sets for curvature equation of order \(k\), Computing multi-valued physical observables for the high frequency limit of symmetric hyperbolic systems, The Aronsson equation for absolute minimizers of $\{L^\infty \}$-functionals associated with vector fields satisfying Hörmander’s condition, A remark on comparison results for first order Hamilton-Jacobi equations, A variational approach to path planning in three dimensions using level set methods, Continuum limit for some growth models., Nonsmooth analysis on smooth manifolds, Optimal control model of an enterprise for single and inheriting periods of carbon emission reduction, Existence of value for a differential game with asymmetric information and signal revealing, Numerical solutions for point-source high frequency Helmholtz equation through efficient time propagators for Schrödinger equation, Hybrid optimal impulse control, Parallel search for information in continuous time -- optimal stopping and geometry of the PDE, Mobility choices and strategic interactions in a two-group macroeconomic-epidemiological model, An adaptive sparse grid local discontinuous Galerkin method for Hamilton-Jacobi equations in high dimensions, A note on one-dimensional symmetry for Hamilton-Jacobi equations with extremal Pucci operators and application to Bernstein type estimate, An asymptotic Green's function method for the wave equation, Numerical viscosity solutions to Hamilton-Jacobi equations via a Carleman estimate and the convexification method, Weighted Lorentz estimates for fully nonlinear elliptic equations with oblique boundary data, On the \(C^1\) and \(C^2\)-convergence to weak K.A.M. solutions, Dual-wind discontinuous Galerkin methods for stationary Hamilton-Jacobi equations and regularized Hamilton-Jacobi equations, A fitted finite volume method for stochastic optimal control problems in finance, A numerical construction of the universal feedback control in problems of nonlinear controls under disturbance, Stochastic transport equations with unbounded divergence, A spectral dominance approach to large random matrices, Pointwise boundary behavior of large solutions to \(\infty\)-Laplacian equations, The maximum principle for optimal control of BSDEs with locally Lipschitz coefficients, Weak epigraphical solutions to Hamilton-Jacobi-Bellman equations on infinite horizon, Existence of solutions to contact mean-field games of first order, A new finite difference mapped unequal-sized WENO scheme for Hamilton-Jacobi equations, A consumption-investment model with state-dependent lower bound constraint on consumption, The vanishing discount problem for monotone systems of Hamilton-Jacobi equations. I: Linear coupling, A kernel based high order ``explicit unconditionally stable scheme for time dependent Hamilton-Jacobi equations, Computing the quasipotential for nongradient SDEs in 3D, Periodic solutions of stochastic functional differential equations with jumps via viability, A convergence result related to the geometric flow of motion by principal negative curvature, Two-player zero-sum stochastic differential games with regime switching, A WENO finite-difference scheme for a new class of Hamilton-Jacobi equations in nonlinear solid mechanics, Initial data identification in conservation laws and Hamilton-Jacobi equations, Finite codimensional controllability and optimal control problems with endpoint state constraints, Limit shapes and local statistics for the stochastic six-vertex model, A hybrid finite difference WENO-ZQ fast sweeping method for static Hamilton-Jacobi equations, A fully nonlinear free boundary problem for minimizing the ruin probability, The vanishing discount problem for monotone systems of Hamilton-Jacobi equations. II: Nonlinear coupling, A kernel-based explicit unconditionally stable scheme for Hamilton-Jacobi equations on nonuniform meshes, On the existence, uniqueness, and stability of \(\beta\)-viscosity solutions to a class of Hamilton-Jacobi equations in Banach spaces, Equivalent extensions of Hamilton-Jacobi-Bellman equations on hypersurfaces, Approximate solutions to the Hamilton-Jacobi equations for generating functions, Non-dispersive conservative regularisation of nonlinear shallow water (and isentropic Euler equations), Viscosity solutions and hyperbolic motions: a new PDE method for the \(N\)-body problem, A RBFWENO finite difference scheme for Hamilton-Jacobi equations, Hamilton-Jacobi inequalities on a metric space, Algorithm for overcoming the curse of dimensionality for state-dependent Hamilton-Jacobi equations, A computational approach to non-smooth optimization by diffusion equations, Internal habits formation and optimality, On basic equation of differential games for neutral-type systems, Viscosity solutions for the Vlasov equation in the presence of a Yang-Mills field in temporal gauge, Properties of non stationer pseudo vertex with the break of smoothness of the target set boarder curvature in the Dirichlet problem to eikonal type equation, Filippov's and Filippov-Ważewski's theorems on closed domains, On infinitesimal generators of sublinear Markov semigroups, On semicontinuous solutions for general Hamilton-Jacobi equations, An eradication time problem for the SIR model, Asymptotic spreading of interacting species with multiple fronts. II: Exponentially decaying initial data, \(L^p\)-estimates for the Hessians of solutions to fully nonlinear parabolic equations with oblique boundary conditions, Averaging of Hamilton-Jacobi equations along divergence-free vector fields, High-order filtered schemes for first order time dependent linear and non-linear partial differential equations, Existence and uniqueness of viscosity solutions for nonlinear variational inequalities associated with mixed control, Hybrid fast sweeping methods for anisotropic eikonal equation in two-dimensional tilted transversely isotropic media, Time periodic optimal policy for operation of a water storage tank using the dynamic programming approach, Removable singularities for degenerate elliptic Pucci operator on the Heisenberg group, Convergent finite difference methods for one-dimensional fully nonlinear second order partial differential equations, Weak KAM solutions of Hamilton-Jacobi equations with decreasing dependence on unknown functions, Homogenization of a stochastically forced Hamilton-Jacobi equation, Modeling illegal logging in Brazil, A third-order WENO scheme based on exponential polynomials for Hamilton-Jacobi equations, \(BV\) solution for a non-linear Hamilton-Jacobi system, Monotone solutions for mean field games master equations: finite state space and optimal stopping, A rotating-grid upwind fast sweeping scheme for a class of Hamilton-Jacobi equations, Multitime hybrid differential games with multiple integral functional, A multidimensional problem of optimal dividends with irreversible switching: a convergent numerical scheme, Convex semigroups on \(L^p\)-like spaces, Singularities of solutions of Hamilton-Jacobi equations, Feedback control problem of an SIR epidemic model based on the Hamilton-Jacobi-Bellman equation, A second-order fast Huygens sweeping method for time-dependent Schrödinger equations with perfectly matched layers, A feedback design for numerical solution to optimal control problems based on Hamilton-Jacobi-Bellman equation, Optimal oil production and taxation under mean reverting jump diffusion models, Hamiltonian regularisation of the unidimensional barotropic Euler equations, Dynamic pricing of new products in competitive markets: a mean-field game approach, A general convergence result for viscosity solutions of Hamilton-Jacobi equations and non-linear semigroups, Differential games with incomplete information and with signal revealing: the symmetric case, Aubry-Mather theory for contact Hamiltonian systems. II, Fractional McKean-Vlasov and Hamilton-Jacobi-Bellman-Isaacs equations, Crandall-Lions viscosity solutions for path-dependent PDEs: the case of heat equation, Monotone systems involving variable-order nonlocal operators, Geometric regularity theory for a time-dependent Isaacs equation, A Hermite method with a discontinuity sensor for Hamilton-Jacobi equations, Arc length-based WENO scheme for Hamilton-Jacobi equations, Uniqueness of \(\beta\)-viscosity solutions of Hamilton-Jacobi equations and applications to a class of optimal control problems, A Carleman-based numerical method for quasilinear elliptic equations with over-determined boundary data and applications, Stochastic optimal control -- a concise introduction, Convergent semi-explicit scheme to a non-linear eikonal system, The turnpike property and the longtime behavior of the Hamilton-Jacobi-Bellman equation for finite-dimensional LQ control problems, Reachable set for Hamilton-Jacobi equations with non-smooth Hamiltonian and scalar conservation laws, Fully nonlinear Hamilton-Jacobi equations of degenerate type, On a vector-valued generalisation of viscosity solutions for general PDE systems, Symplectic homogenization, A second-order distributed memory parallel fast sweeping method for the eikonal equation, Vortex formation for a non-local interaction model with Newtonian repulsion and superlinear mobility, A level set approach for computing discontinuous solutions of Hamilton-Jacobi equations, Propagation of Singularities, Hamilton-Jacobi Equations and Numerical Applications, Symmetry properties of solutions of Hamilton-Jacobi equations without uniqueness, On oblique derivative problems for fully nonlinear second-order elliptic partial differential equations on nonsmooth domains, The Pontryagin maximum principle for minimax problems of optimal control, Existence and uniqueness results for Hamilton-Jacobi equations, Pseudo-Laplace transform, Hamilton–Jacobi theory for a generalized optimal stopping time problem, Characteristic vector fields for first order partial differential equations, Unnamed Item, Unnamed Item, Unnamed Item, Optimal control and differential games with measures, Unnamed Item, Optimal bounded noisy feedback control for damping random vibrations, A survey of entropy methods for partial differential equations, A tour of the theory of absolutely minimizing functions, From the Kähler-Ricci flow to moving free boundaries and shocks, Lipschitzian stability of constraint systems and generalized equations, On existence and uniqueness of solutions of Hamilton-Jacobi equations, The Pontryagin Maximum Principle From Dynamic Programming and Viscosity Solutions to First-Order Partial Differential Equations, Estimates for generalized subsolutions of first order Hamilton-Jacobi equations and rearrangements, Scalar conservation laws and Hamilton-Jacobi equations in one-space variable, Regularity for Hamilton-Jacobi equations via approximation, Semiconcavity of solutions of stationary Hamilton-Jacobi equations, User’s guide to viscosity solutions of second order partial differential equations, Generalized motion of a front propagating along its normal direction: a differential games approach, ON THE STRUCTURE OF THE SINGULAR SET OF A PIECEWISE SMOOTH MINIMAX SOLUTION OF THE HAMILTON–JACOBI–BELLMAN EQUATION, A Bi-Projection Method for Incompressible Bingham Flows with Variable Density, Viscosity, and Yield Stress, Perron’s method for viscosity solutions of semilinear path dependent PDEs, Discontinuous solutions of deterministic optimal stopping time problems, Existence and uniqueness of unbounded viscosity solutions of parabolic equations with discontinuous time-dependence, Comparison of Viscosity Solutions of Fully Nonlinear Degenerate Parabolic Path-Dependent PDEs, Numerical analysis of strongly nonlinear PDEs, An Efficient Gradient Projection Method for Stochastic Optimal Control Problems, Local behavior of solutions of Hamilton-Jacobi equations, A measurable upper semicontinuous viability theorem for tubes, Differential characterizations of covering, metric regularity, and Lipschitzian properties of multifunctions between Banach spaces, A representation formula and regularizing properties for viscosity solutions of second-order fully nonlinear degenerate parabolic equations, Direct Variational Perspective Shape from Shading with Cartesian Depth Parametrisation, Hamilton–Jacobi–Bellman Equations, Single valuedness from weakly coercive Hamiltonians, Unnamed Item, A Hybrid Inverse Problem in the Fluorescence Ultrasound Modulated Optical Tomography in the Diffusive Regime, Sub- and superoptimality principles of dynamic programming revisited, Regularity properties of viscosity solution of nonconvex Hamilton–Jacobi equations, On Hopf's formula for lipschitz solutions of the cauchy problem for Hamilton-Jacobi equations, Conjugate points and shocks in nonlinear optimal control, Viscosity Solutions of Hamilton-Jacobi Equations at the Boundary, A review of numerical methods for nonlinear partial differential equations, On Hamilton–Jacobi–Isaacs–Bellman equation for neutral type systems, The value function of the shallow lake problem as a viscosity solution of a HJB equation, Optimal Investment With Undiversifiable Income Risk, Optimal Control and Semicontinuous Viscosity Solutions, Gradients of local linear hulls in finite-difference operators for the Hamilton-Jacobi equations, Two approaches to minimax formula of the additive eigenvalue for quasiconvex Hamiltonians, Regularizing effects for a class of first-order Hamilton-Jacobi equations, A fast sweeping method for Eikonal equations, Hopf Formula and Multitime Hamilton-Jacobi Equations, A Remark About Viscosity Solutions of Hamilton-Jacobi Equations at the Boundary, Numerical Schemes for Conservation Laws via Hamilton-Jacobi Equations, Stability Theory for Parametric Generalized Equations and Variational Inequalities Via Nonsmooth Analysis, GO++: A modular Lagrangian/Eulerian software for Hamilton Jacobi equations of geometric optics type, On viscosity and geometrical solutions of Hamilton-Jacobi equations, Boundary value problems for first order Hamilton-Jacobi equations, Unnamed Item, The Semigroup Property of Value Functions in Lagrange Problems, Viscosity Solutions of Path-Dependent PDEs with Randomized Time, Identification of the singularity of the generalized solution of the Dirichlet problem for an eikonal type equation under the conditions of minimal smoothness of a boundary set, On the vanishing viscosity method for first order differential-functional IBVP, Scaling limits and homogenization of mixing Hamilton-Jacobi equations, A class of robust numerical schemes to compute front propagation, Nonconvex Duality and Semicontinuous Proximal Solutions of HJB Equation in Optimal Control, Pareto Front Characterization for Multiobjective Optimal Control Problems Using Hamilton--Jacobi Approach, Minimal-time mean field games, The experimental localization of Aubry–Mather sets using regularization techniques inspired by viscosity theory, A Simple, Direct Proof of Uniqueness for Solutions of the Hamilton-Jacobi Equations of Eikonal Type, Some Sufficient Conditions for Multi-Player Pursuit-Evasion Games with Continuous and Discrete Observations, Numerical Approximation and Optimal Strategies for Differential Games with Lack of Information on One Side, Unnamed Item, A Narrow-stencil Finite Difference Method for Approximating Viscosity Solutions of Hamilton--Jacobi--Bellman Equations, Hamilton–Jacobi equations for optimal control on junctions with unbounded running cost functions, The subgradient in n, Generalized one-sided estimates for solutions of Hamilton-Jacobi equations and applications, On the dynamics of contact Hamiltonian systems: I. Monotone systems, Representation of solutions of Hamilton-Jacobi equations, Viscosity Solutions of Hamilton--Jacobi--Bellman--Isaacs Equations for Time-Delay Systems, Remarks on Hamilton-Jacobi equations with measurable time-dependent Hamiltonians, Viscosity solutions via unbounded set-valued integration, Adaptive Deep Learning for High-Dimensional Hamilton--Jacobi--Bellman Equations, A Uniqueness Result for Viscosity Solutions of Second Order Fully Nonlinear Partial Differential Equations, Global existence to a diagonal hyperbolic system for any BV initial data, Duality for the level sum of quasiconvex functions and applications, A Level-Set Adjoint-State Method for Transmission Traveltime Tomography in Irregular Domains, On the decay of viscosity solutions to Hamilton–Jacobi equations with almost periodic initial data, Elements of analytical solutions constructor in a class of time-optimal control problems with the break of curvature of a target set, Value functions for Bolza problems with discontinuous Lagrangians and Hamilton-Jacobi inequalities, Scalar non-linear conservation laws with integrable boundary data, On Hopf's formulas for solutions of Hamilton-Jacobi equations, Lp approximation of variational problems in L1 and L∞, A sixth-order finite difference WENO scheme for Hamilton–Jacobi equations, Hamilton–Jacobi equations with their Hamiltonians depending Lipschitz continuously on the unknown, Traveling solutions for a multi-anticipative car-following traffic model, Differentiability With Respect to the Initial Condition for Hamilton--Jacobi Equations, Asymptotic-preserving schemes for multiscale physical problems, A Proof that Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black–Scholes Partial Differential Equations, HJB-INEQUALITIES IN ESTIMATING REACHABLE SETS OF A CONTROL SYSTEM UNDER UNCERTAINTY, Metric Entropy for Hamilton--Jacobi Equations with Uniformly Directionally Convex Hamiltonian, Asymptotic Spreading for General Heterogeneous Fisher-KPP Type Equations, Minimax Generalized Solutions of Hamilton-Jacobi Equations in Dynamic Bimatrix Games, Analysis of Equilibrium Trajectories in Dynamic Bimatrix Games, Continuous Lambertian shape from shading: A primal-dual algorithm, High Order Finite Difference Hermite WENO Fixed-Point Fast Sweeping Method for Static Hamilton-Jacobi Equations, The Holder continuity of the solutions to quasi-linear system of elliptic partial differential equations with singular coefficients, A rearrangement minimization problem corresponding top-Laplacian equation, Minimax solutions of Hamilton–Jacobi equations with fractional coinvariant derivatives, On singularity structure of minimax solution to Dirichlet problem for eikonal type equation with discontinuous curvature of boundary of boundary set, Accelerated Optimization in the PDE Framework: Formulations for the Manifold of Diffeomorphisms, Convergence of a high-order compact finite difference scheme for a nonlinear Black–Scholes equation, Tukey Depths and Hamilton--Jacobi Differential Equations, MATHEMATICAL MODELLING OF THE HUMP EFFECT, Value Functions and Optimality Conditions for Nonconvex Variational Problems with an Infinite Horizon in Banach Spaces, A Continuous Finite Element Method with Homotopy Vanishing Viscosity for Solving the Static Eikonal Equation, Discontinuous viscosity solutions of first-order Hamilton–Jacobi equations, Minimizing ruin probability under the Sparre Anderson model, A narrow-stencil framework for convergent numerical approximations of fully nonlinear second order PDEs, Continuity of the value function for deterministic optimal impulse control with terminal state constraint, Viscosity solutions and the pricing of European-style options in a Markov-modulated exponential Lévy model, First Order BSPDEs in Higher Dimension for Optimal Control Problems, Metric Character for the Sub-Hamilton-Jacobi Obstacle Equation, Quasi-Convex Hamilton--Jacobi Equations via Finsler $p$-Laplace--Type Operators, A High-Order Scheme for Image Segmentation via a Modified Level-Set Method, An Optimal Investment Problem with Nonsmooth and Nonconcave Utility over a Finite Time Horizon, Nonsmooth Nonoscillating Exponential-type Asymptotics for Linear Parabolic PDE, Infinity-Laplacian type equations and their associated Dirichlet problems, Control-Theoretic Models of Environmental Crime, Unnamed Item, A Model for Optimal Human Navigation with Stochastic Effects, Future Expectations Modeling, Random Coefficient Forward–Backward Stochastic Differential Equations, and Stochastic Viscosity Solutions, Constrained optimality for controlled switching diffusions with an application to stock purchasing, OPTIMAL SELLING STRATEGY WITH A LARGE BLOCK OF STOCK, On Piecewise Linear Minimax Solution of Hamilton–Jacobi Equation with Nonhomogeneous Hamiltonian, Vanishing contact structure problem and convergence of the viscosity solutions, Variational and viscosity operators for the evolutionary Hamilton–Jacobi equation, Numerical methods for construction of value functions in optimal control problems on an infinite horizon, The Inverse Problem for Hamilton--Jacobi Equations and Semiconcave Envelopes, Ruin in the perturbed compound Poisson risk process under interest force, Approximate solution of the Hamilton-Jacobi-Bellman equation, THE OPTIMAL EXECUTION STRATEGY OF EMPLOYEE STOCK OPTIONS, A viscosity iterative algorithm for the optimization problem system, Unnamed Item, Approximate Optimal Controls via Instanton Expansion for Low Temperature Free Energy Computation, High Order Arbitrary Lagrangian-Eulerian Finite Difference WENO Scheme for Hamilton-Jacobi Equations^†, A New Type of High-Order WENO Schemes for Hamilton-Jacobi Equations on Triangular Meshes, Optimal Investment Timing for Carbon Emission Reduction Technology with a Jump-Diffusion Process, Dynamic optimization for reachability problems., Optimal dynamics of innovation in models of economic growth, Optimal environment management in the presence of irreversibilities, Differential equations. Transl. from the Russian, On the class of infinite horizon optimal control problems affine, which are structurally stable, Viscosity solutions of nonlinear systems of degenerated elliptic equations of second order, Lagrangian manifolds and asymptotically optimal stabilizing feedback control, Nonlinear monotone semigroups and viscosity solutions, Viscosity solutions to the degenerate oblique derivative problem for fully nonlinear elliptic equations, A Multiscale Domain Decomposition Algorithm for Boundary Value Problems for Eikonal Equations, Binary recovery via phase field regularization for first-arrival traveltime tomography, Delay optimal control and viscosity solutions to associated Hamilton–Jacobi–Bellman equations, On Grid Optimal Feedbacks to Control Problems of Prescribed Duration on the Plane, Global weak solutions of non-isothermal front propagation problem, Local gradient estimates of solutions to some conformally invariant fully nonlinear equations, Two-player zero-sum stochastic differential games with random horizon, Stochastic stability of invariant measures: The 2D Euler equation, On almost periodic viscosity solutions to Hamilton-Jacobi equations, Comparison of Viscosity Solutions of Semilinear Path-Dependent PDEs, Turnpike theorems by a value function approach, Numerical minimization of eigenmodes of a membrane with respect to the domain, A tree structure algorithm for optimal control problems with state constraints, Dynamic Programming Viscosity Solution Approach and Its Applications to Optimal Control Problems, New Phase-Field Models with Applications to Materials Genome Initiative, A viscoelastic model with non-local damping application to the human lungs, The multidirectional mean value inequalities with second order information, A viscosity solution method for Shape-From-Shading without image boundary data, First-Passage Distributions of Bidimensional Processes, Optimal dividend strategies for two collaborating insurance companies, On the regularity theory of fully nonlinear parabolic equations, On the regularity theory of fully nonlinear parabolic equations, Propagation of Singularities in Nonconvex Hamilton--Jacobi Problems: Local Structure in Two Dimensions, Viscosity solutions to Hamilton-Jacobi-Bellman equations associated with sublinear L\'evy(-type) processes, Eikonal equations in metric spaces, Riemannian Fast-Marching on Cartesian Grids, Using Voronoi's First Reduction of Quadratic Forms, Mayer problem for quantum stochastic control, OPTIMAL MEAN–VARIANCE PORTFOLIO SELECTION WITH NO-SHORT-SELLING CONSTRAINT, Optimal Control with Budget Constraints and Resets, Stochastic viscosity solutions for stochastic integral-partial differential equations, Well-Posedness, Regularization, and Viscosity Solutions of Minimization Problems, Asymmetric cooperative motion in one dimension, Schrödinger dynamics and optimal transport of measures, On nonlinear Feynman–Kac formulas for viscosity solutions of semilinear parabolic partial differential equations, Finite-time convergence of solutions of Hamilton-Jacobi equations, A general comparison principle for Hamilton Jacobi Bellman equations on stratified domains

Cites Work

• The Hamilton-Jacobi equation. A global approach
• Control of diffusion processes in \(\mathbb R^N\)
• On solving certain nonlinear partial differential equations by accretive operator methods
• The evolution operator solution of the Cauchy problem for the Hamilton- Jacobi equation
• The Cauchy problem for a nonlinear first order partial differential equation
• Some Properties of Viscosity Solutions of Hamilton-Jacobi Equations
• Discontinuous solutions of non-linear differential equations
• FIRST ORDER QUASILINEAR EQUATIONS IN SEVERAL INDEPENDENT VARIABLES
• The continuous dependence of generalized solutions of non‐linear partial differential equations upon initial data
• A semigroup treatment of the Hamilton-Jacobi equation in several space variables
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item