Viscosity Solutions of Hamilton-Jacobi Equations
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Cites work
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- On solving certain nonlinear partial differential equations by accretive operator methods
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- The Cauchy problem for a nonlinear first order partial differential equation
- The continuous dependence of generalized solutions of non‐linear partial differential equations upon initial data
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Cited in
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- A comparison principle for Hamilton-Jacobi equations related to controlled gradient flows in infinite dimensions
- Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility
- A Bloch band based level set method for computing the semiclassical limit of Schrödinger equations
- Viscosity solutions for a model of contact line motion
- Construction of approximate saddle-point strategies for differential games in a Hilbert space
- On existence and non existence of viscosity solutions for Hamilton-Jacobi equations in one space dimension.
- 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
- Birkhoff's theorem and viscosity solutions of Hamilton-Jacobi equations
- Constructive methods of control optimization in nonlinear systems
- A uniqueness result for the semigroup associated with the Hamilton- Jacobi-Bellman operator
- Existence theorems for non convex problems
- Remarques sur des résultats d'existence pour les équations de Hamilton-Jacobi du premier ordre
- Nonlinear semigroup for the unnormalized conditional density
- Sur les équations de Monge-Ampère. (About the Monge-Ampère equations)
- 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
- 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
- Viscosity solutions for weakly coupled systems of first-order partial differential equations
- A differential game of unlimited duration
- Optimal trajectories associated with a solution of the contingent Hamilton-Jacobi equation
- 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
- 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
- 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
- On nonuniqueness of viscosity solutions
- 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
- Geometric restrictions for the existence of viscosity solutions
- Nonlinear Neumann boundary conditions for quasilinear degenerate elliptic equations and applications
- Ginzburg-Landau equation and motion by mean curvature. I: Convergence
- Theory and method of optimal control solution to dynamic system parameters identification. I: Fundamental concept and deterministic system parameters identification
- 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
- An inequality concerning rearrangements of functions and Hamilton-Jacobi equations
- 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
- Multilevel large deviations and interacting diffusions
- A geometric model for active contours in image processing
- Interacting particle systems and generalized evolution of fronts
- 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
- 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
- Generalizing Hopf and Lax-Oleĭnik formulae via conjugate integral
- 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
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- 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.
- Asymptotic properties of minimax solutions of Isaacs-Bellman equations in differential games with fast and slow motions.
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