[PDF] Top 20 Hamilton-Jacobi-Bellman Equations on Multi-Domains

... Hamilton-Jacobi-Bellman equations on multi-domains Zhiping Rao ∗ Hasnaa Zidani † Abstract A system of Hamilton Jacobi (HJ) equations on a partition of R d ... Voir le document complet

... Nonlocal equations find applications in mathematical finance and occur in the theory of Lévy jump-diffusion ...degenerate Hamilton- Jacobi-Bellman equations were provided by Benth, ... Voir le document complet

... OF HAMILTON-JACOBI-BELLMAN EQUATIONS SIMONE CACACE † , EMILIANO CRISTIANI ‡ , MAURIZIO FALCONE § , ATHENA PICARELLI ¶ ...of Hamilton-Jacobi- Bellman equations ... Voir le document complet

... ORDER HAMILTON-JACOBI BELLMAN EQUATIONS OLIVIER BOKANOWSKI, JOCHEN GARCKE, MICHAEL GRIEBEL, AND IRENE KLOMPMAKER A BSTRACT ...time-dependent Hamilton-Jacobi Bellman ... Voir le document complet

... tangential equations, namely equations posed on the interfaces, is pointed ...of Hamilton–Jacobi equations in domains with junctions or on networks, see [22, 1, ... Voir le document complet

... Error estimates for second order Hamilton-Jacobi-Bellman equations. Approximation of probabilistic reachable sets ∗ Mohamed Assellaou † Olivier Bokanowski ‡ Hasnaa Zidani § Abstract This work ... Voir le document complet

... HAMILTON-JACOBI-BELLMAN EQUATIONS OLIVIER BOKANOWSKI ∗ , ATHENA PICARELLI † , AND CHRISTOPH REISINGER † ...HJB equations, some results are also extended to multiple dimensions and to ... Voir le document complet

... Abstract. We introduce a new class of “filtered” schemes for some first order non-linear Hamilton-Jacobi- Bellman equations. The work follows recent ideas of Froese and Oberman (SIAM J. Numer. ... Voir le document complet

... evolutionary Hamilton-Jacobi-Bellman (H-J-B) equations, using sub/super solutions involving superdifferentials and subdifferentials of continuous function associated to C 1 test ... Voir le document complet

... Unit´e de recherche INRIA Lorraine, Technopˆole de Nancy-Brabois, Campus scientifique, ` NANCY 615 rue du Jardin Botanique, BP 101, 54600 VILLERS LES Unit´e de recherche INRIA Rennes, Ir[r] ... Voir le document complet

... for Hamilton-Jacobi-Bellman equations on multi-domains [ 7 , 8 , 9 , 27 , 26 ...on multi-domains problems the Value Function is also continuous, in spite of the ... Voir le document complet

... a Hamilton-Jacobi-Bellman (HJB) equa- tion we face two main ...HJB equations have been introduced by Menaldi in [23] and then studied by Camilli and Falcone ... Voir le document complet

... Two important breakthroughs occurred in the 1970’s and the early 1980’s which allow to deal with the value function which usually lacks smoothness. One was the theory of viscosity solutions, initi- ated by the papers of ... Voir le document complet

... of Hamilton-Jacobi equations (henceforth HJ) plays a cru- cial role in many fields of application including optimal control, image processing, fluid dynamics, robotics and ...mensional domains ... Voir le document complet

... not change in following iterations. In the classical FM method the criterion is picking the node (only one at a time) with the minimal value. In the last decade many authors tried to improve the FM method in both ... Voir le document complet

... for Hamilton-Jacobi ...HJ equations on junctions (except the very recent work [27], see our Section 4 for more details), while there are a lot of schemes for HJ equations for problems without ... Voir le document complet

... where H(t, x, p, Q) := sup a∈U −b(t, x, a) · p − Tr([σσ T ](t, x, a)Q)
. In the case where the drift b and the diusion σ are bounded and where the value function ϑ ε is itself bounded, error estimates of monotone ... Voir le document complet

... We use viability techniques for solving Dirichlet problems with inequality constraints (obstacles) for a class of Hamilton-Jacobi equations. The hypograph of the “solution” is defined as the “capture ... Voir le document complet

... Analysis and Control Theory , volume 178 of Graduate Texts in Mathematics. Springer, 1997. [8] M. G. Crandall and P.-L. Lions. Viscosity solutions of Hamilton-Jacobi equa- tions. Transactions of the ... Voir le document complet

... The aim of this paper is therefore to study optimal control problems whose dynamics is constrained to a network and the related Hamilton-Jacobi-Bellman equation. Note that other types of optimal ... Voir le document complet