[PDF] Top 20 Dirichlet Problems for some Hamilton-Jacobi Equations With Inequality Constraints

... homogeneous Dirichlet/initial value problem for our class of Hamilton- Jacobi equations under inequality constraint as the capture basin of a target summarizing the ... Voir le document complet

... stratified problems where we can have discontinuities of any co-dimensions: this opens a very large range of applications, new ones being for problems with boundary conditions (a part which is ... Voir le document complet

... dealing with the case where the whole space is separated into two subdomains by one interface has been studied in ...generalize for two or multi-domains ...HJB equations with discontinuous ... Voir le document complet

... theory for existence and uniqueness of solutions to differential equations does not ...network with application on traffic flow problems, see Achdou, Camilli, Cutri and Tchou [ 1 ], Imbert, ... Voir le document complet

... difference with [3] is the addition of the random forcing term f (x) · dB t which obliges to revisit the analysis of [3] in a substantial ...of equations like ...results for initial value ... Voir le document complet

... control problems with independent dynamics and running costs in the edges, and to show that the arguments in [3] can be adapted to yield a simple proof of a comparison ...network with one vertex ...a ... Voir le document complet

... control problems have been well studied in the literature under rather restric- tive controllability constraints requiring, in particular, that the constraint sets be closures of open sets; see [ 31 , 32 , ... Voir le document complet

... used for sets with nonsmooth boundary and the boundedness assumption on Ω may be quite restrictive for many applied models: for instance, macroeconomics models often consider cones as state ... Voir le document complet

... an Hamilton-Jacobi approach to junction problems and traffic flows, in which the authors assume that the Hamiltonians associated with each edge do not depend on the state variable but may jump ... Voir le document complet

... perturbed problems in optimal control have been studied by many authors, see for example Bensoussan [14], Artstein and Gaitsgory [7], Gaitsgory and Leizarowitz [18], Bagagiolo and Bardi [8], Alvarez and ... Voir le document complet

... deals with Hamilton-Jacobi-Bellman (HJB) approach for some stochas- tic control problems in presence of state ...of problems arises in many chal- lenging applications, and ... Voir le document complet

... deals with deterministic optimal control problem with state constraints and non-linear ...known for such a problem that the value function is in general discontinuous and its characterization ... Voir le document complet

... [5] some initial results are given in this respect, but some substantial progress is still needed to produce a well defined theoretical ...of Hamilton-Jacobi equations with ... Voir le document complet

... holds for all t > 0 and all x ∈ ...verifies some additional ...together with a local Poincar´e inequality, then (1.8) holds true, for all t and for all x outside a set N t of ... Voir le document complet

... schemes for Hamilton-Jacobi ...schemes for HJ equations on junctions (except the very recent work [27], see our Section 4 for more details), while there are a lot of schemes ... Voir le document complet

... to (1.1) are α-H¨ older continuous in time, uniformly in Q, see Theorem 2.1. We recall that such a property does not come from the contraction principle given by comparison arguments as in the classical case, basically ... Voir le document complet

... the Hamilton Jacobi Bell- man approach for some control problems of unusual ...associated with some stochastic control ...estimates for monotone schemes based on a ... Voir le document complet

... Cauchy- Dirichlet problem can be solved in the classical sense but can not longer be solved, that way, for any g when m > ...(1.1)-(1.2)-(1.3) with f = 0 and prove that there exists a unique ... Voir le document complet

... functions) for each sampled ...in some region of the state space, at least at the step when we add ...>10h for the instance used in ...method for infinite horizon optimal control ... Voir le document complet

... ] for some θ ∈ (p, ...order equations in section 4, while second order problems are investigated in section 6 (for both problems we give a global and a local version of our ... Voir le document complet