Pages that link to "Item:Q3733283"
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The following pages link to Viscosity Solutions of Hamilton-Jacobi Equations (Q3733283):
Displaying 50 items.
- Stability of solutions to Hamilton-Jacobi equations under state constraints (Q255065) (← links)
- Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations (Q255513) (← links)
- Global propagation of singularities for time dependent Hamilton-Jacobi equations (Q255829) (← links)
- Lipschitz dependence of viscosity solutions of Hamilton-Jacobi equations with respect to the parameter (Q256179) (← links)
- Recent progresses in boundary layer theory (Q256220) (← links)
- On the stability of the cut locus (Q266677) (← links)
- The exact asymptotic behavior of blow-up solutions to a highly degenerate elliptic problem (Q284253) (← links)
- Strong convergence of asymptotically pseudocontractive semigroup by viscosity iteration (Q298427) (← links)
- Algorithms for overcoming the curse of dimensionality for certain Hamilton-Jacobi equations arising in control theory and elsewhere (Q313401) (← links)
- Weak KAM theory for Hamilton-Jacobi equations depending on unknown functions (Q325260) (← links)
- An optimal consumption-investment model with constraint on consumption (Q326805) (← links)
- Nonsmooth nonoscillating WKB-Maslov-type asymptotics for linear parabolic PDE (Q327086) (← links)
- Viscosity solutions of second order partial differential equations with boundary conditions on Riemannian manifolds (Q329810) (← links)
- Identification, characterization and evolution of non-local quasi-Lagrangian structures in turbulence (Q332859) (← links)
- Problem of collision avoidance for a team motion with obstacles (Q338025) (← links)
- On the continuous extension of a generalized solution of the Hamilton-Jacobi equation by characteristics that form a central field of extremals (Q338036) (← links)
- An optimal control model of carbon reduction and trading (Q338652) (← links)
- Error estimates for approximation schemes of effective Hamiltonians arising in stochastic homogenization of Hamilton-Jacobi equations (Q342883) (← links)
- A uniformly second order fast sweeping method for eikonal equations (Q346348) (← links)
- Fast sweeping methods for hyperbolic systems of conservation laws at steady state (Q348233) (← links)
- Alternating evolution discontinuous Galerkin methods for Hamilton-Jacobi equations (Q348552) (← links)
- A gradient augmented level set method for unstructured grids (Q348553) (← links)
- A new discontinuous Galerkin finite element method for directly solving the Hamilton-Jacobi equations (Q349055) (← links)
- Stochastic optimal control of quasi non-integrable Hamiltonian systems with stochastic maximum principle (Q354098) (← links)
- Continuous-time stochastic games of fixed duration (Q367439) (← links)
- On the numerical approximation of viscosity solutions for the differential-functional Cauchy problem (Q385441) (← links)
- A viscosity approach to degenerate complex Monge-Ampère equations (Q394253) (← links)
- VIALS: an Eulerian tool based on total variation and the level set method for studying dynamical systems (Q398046) (← links)
- Numerical Eulerian method for linearized gas dynamics in the high frequency regime (Q398755) (← links)
- Markov perfect Nash equilibria in models with a single capital stock (Q403712) (← links)
- Generalized lower and upper functions for the \(\varphi\)-Laplacian (Q404687) (← links)
- Variable-source shading analysis (Q408857) (← links)
- SBV-like regularity for Hamilton-Jacobi equations with a convex Hamiltonian (Q413235) (← links)
- The use of a Legendre pseudospectral viscosity technique to solve a class of nonlinear dynamic Hamilton-Jacobi equations (Q418377) (← links)
- Conditional Lie Bäcklund symmetries of Hamilton-Jacobi equations (Q419747) (← links)
- Utility-based hedging and pricing with a nontraded asset for jump processes (Q424380) (← links)
- A short time existence/uniqueness result for a nonlocal topology-preserving segmentation model (Q432484) (← links)
- A Hamilton-Jacobi framework for modeling folds in structural geology (Q434205) (← links)
- About an optimal visiting problem (Q434359) (← links)
- Mapped WENO schemes based on a new smoothness indicator for Hamilton-Jacobi equations (Q442489) (← links)
- Financing policies via stochastic control: a dynamic programming approach (Q453634) (← links)
- Pricing a contingent claim liability with transaction costs using asymptotic analysis for optimal investment (Q457188) (← links)
- Local discontinuous Galerkin methods for one-dimensional second order fully nonlinear elliptic and parabolic equations (Q461209) (← links)
- On a solution of the Hamilton-Jacobi equation arising in molecular biology (Q462063) (← links)
- Control: a perspective (Q463779) (← links)
- Wigner measures supported on weak KAM tori (Q464288) (← links)
- Classical characteristics of the Bellman equation in constructions of grid optimal synthesis (Q483167) (← links)
- On the dynamics of WKB wave functions whose phase are weak KAM solutions of H-J equation (Q488008) (← links)
- On the minimizers of calculus of variations problems in Hilbert spaces (Q488123) (← links)
- Partial differential equations governed by accretive operators (Q489958) (← links)
