Viscosity Solutions of Hamilton-Jacobi Equations
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Publication:3733283
DOI10.2307/1999343zbMATH Open0599.35024OpenAlexW4239369248WikidataQ57256874 ScholiaQ57256874MaRDI QIDQ3733283FDOQ3733283
Authors: P.-L. Lions, Michael G. Crandall
Publication date: 1983
Full work available at URL: https://doi.org/10.2307/1999343
Recommendations
Cauchy problemDirichlet problemgeneralized solutionsviscosity solutionweak solutionHamilton-Jacobi equation
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Cited In (only showing first 100 items - show all)
- Optimal Dividend Payment and Regime Switching in a Compound Poisson Risk Model
- Numerical Approximation and Optimal Strategies for Differential Games with Lack of Information on One Side
- High-order schemes for Hamilton--Jacobi equations on triangular meshes
- The Dirichlet problem for the prescribed curvature equations
- Asymptotic estimates of boundary blow-up solutions to the infinity Laplace equations
- Morphological and linear scale spaces for fiber enhancement in DW-MRI
- On Convex Finite-Dimensional Variational Methods in Imaging Sciences and Hamilton--Jacobi Equations
- On Hopf's formulas for solutions of Hamilton-Jacobi equations
- An alternative formulation of discontinous Galerkin schemes for solving Hamilton-Jacobi equations
- Hopf Formula and Multitime Hamilton-Jacobi Equations
- An accurate spectral/discontinuous finite-element formulation of a phase-space-based level set approach to geometrical optics
- A fast sweeping method for static convex Hamilton-Jacobi equations
- Strong convergence of asymptotically pseudocontractive semigroup by viscosity iteration
- Coordination and collision avoidance for Lagrangian systems with disturbances
- Pricing a contingent claim liability with transaction costs using asymptotic analysis for optimal investment
- A viscosity solution method for Shape-From-Shading without image boundary data
- Existence and uniqueness results for Hamilton-Jacobi equations
- The maximum principle for viscosity solutions of fully nonlinear second order partial differential equations
- Differential games with maximum cost
- Optimal control of the risk process in a regime-switching environment
- On the regularity theory of fully nonlinear parabolic equations
- Generalized one-sided estimates for solutions of Hamilton-Jacobi equations and applications
- A survey of entropy methods for partial differential equations
- Algorithms for overcoming the curse of dimensionality for certain Hamilton-Jacobi equations arising in control theory and elsewhere
- The flexible, extensible and efficient toolbox of level set methods
- Optimal environment management in the presence of irreversibilities
- A review of numerical methods for nonlinear partial differential equations
- Optimal control and differential games with measures
- Stability Theory for Parametric Generalized Equations and Variational Inequalities Via Nonsmooth Analysis
- Minimum time control problems for non-autonomous differential equations
- Ruin in the perturbed compound Poisson risk process under interest force
- 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
- Nonsmooth Nonoscillating Exponential-type Asymptotics for Linear Parabolic PDE
- Optimal times for constrained nonlinear control problems without local controllability
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- On the minimizers of calculus of variations problems in Hilbert spaces
- Evolution, implementation, and application of level set and fast marching methods for advancing fronts
- Approximation schemes for viscosity solutions of Hamilton-Jacobi equations
- 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
- On the continuous extension of a generalized solution of the Hamilton-Jacobi equation by characteristics that form a central field of extremals
- Problem of collision avoidance for a team motion with obstacles
- An optimal control model of carbon reduction and trading
- A central discontinuous Galerkin method for Hamilton-Jacobi equations
- Perron's method for Hamilton-Jacobi equations
- The order completion method for systems of nonlinear PDEs: pseudo-topological perspectives
- A measurable upper semicontinuous viability theorem for tubes
- Differential characterizations of covering, metric regularity, and Lipschitzian properties of multifunctions between Banach spaces
- A stochastic approach to a multivalued Dirichlet-Neumann problem
- A Hamilton-Jacobi framework for modeling folds in structural geology
- General existence theorems for Hamilton-Jacobi equations in the scalar and vectorial cases
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- Aronsson's equations on Carnot-Carathéodory spaces
- Convergence of nonlocal threshold dynamics approximations to front propagation
- A Selection Principle for Weak KAM Solutions via Freidlin–Wentzell Large Deviation Principle of Invariant Measures
- A boundary-only meshless method for numerical solution of the eikonal equation
- Maximal solutions and universal bounds for some partial differential equations of evolution
- Error estimates for approximation schemes of effective Hamiltonians arising in stochastic homogenization of Hamilton-Jacobi equations
- Representations formulas for some differential games with asymmetric information
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- Construction of a generalized solution to an equation that preserves the Bellman type in a given domain of the state space
- Differential games with asymmetric and correlated information
- Eulerian Gaussian beams for Schrödinger equations in the semi-classical regime
- Financing policies via stochastic control: a dynamic programming approach
- Optimal dynamics of innovation in models of economic growth
- Computing multivalued physical observables for the semiclassical limit of the Schrödinger equation
- Hamilton-Jacobi equations in infinite dimensions. II: Existence of viscosity solutions
- A uniformly second order fast sweeping method for eikonal equations
- Fast sweeping methods for hyperbolic systems of conservation laws at steady state
- A gradient augmented level set method for unstructured grids
- Alternating evolution discontinuous Galerkin methods for Hamilton-Jacobi equations
- 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
- Numerical schemes for investment models with singular transactions
- Finding the quasipotential for nongradient SDEs
- A geometric model for active contours in image processing
- Existence theorems for non convex problems
- Local-structure-preserving discontinuous Galerkin methods with Lax-Wendroff type time discretizations for Hamilton-Jacobi equations
- Convergent finite difference methods for one-dimensional fully nonlinear second order partial differential equations
- Evolution equations on Gabor transforms and their applications
- Local fields of extremals for optimal control problems with state constraints of relative degree 1
- High order fast sweeping methods for static Hamilton-Jacobi equations
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- Strategies of minimax aiming in the direction of the quasigradient
- Optimal impulse control for a multidimensional cash management system with generalized cost functions
- Neumann type boundary conditions for Hamilton-Jacobi equations
- Optimal trajectories associated with a solution of the contingent Hamilton-Jacobi equation
- A comparison theorem for a piecewise Lipschitz continuous Hamiltonian and application to Shape-from-Shading problems
- On the pricing of contingent claims under constraints
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- The use of variational iteration method and Adomian decomposition method to solve the eikonal equation and its application in the reconstruction problem
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