Pages that link to "Item:Q3733283"

The following pages link to Viscosity Solutions of Hamilton-Jacobi Equations (Q3733283):

Displaying 50 items.

• Geometric existence theory for the control-affine nonlinear optimal regulator (Q1771407) (← links)
• A non-local regularization of first order Hamilton-Jacobi equations (Q1772323) (← links)
• On the zero-temperature or vanishing viscosity limit for certain Markov processes arising from Lagrangian dynamics (Q1772562) (← links)
• Nonsmooth analysis and Hamilton--Jacobi equations on Riemannian manifolds (Q1776889) (← links)
• Continuous dependence estimates for viscosity solutions of integro-PDEs (Q1779287) (← links)
• Computing multivalued physical observables for the semiclassical limit of the Schrödinger equation (Q1780678) (← links)
• Viscosity solutions to evolution problems of star-shaped reachable sets (Q1783744) (← links)
• Monotone mixed finite difference scheme for Monge-Ampère equation (Q1785517) (← links)
• Optimal paths for variants of the 2D and 3D Reeds-Shepp car with applications in image analysis (Q1799537) (← links)
• On the solution of a system of Hamilton-Jacobi equations of special form (Q1800519) (← links)
• PDE solutions of stochastic differential utility (Q1802947) (← links)
• Partially observed control of Markov processes. IV (Q1803323) (← links)
• Front propagation for reaction-diffusion equations of bistable type (Q1803492) (← links)
• Eigenvalues and eigen-functionals of diagonally dominant endomorphisms in Min-Max analysis (Q1809088) (← links)
• A local piecewise parabolic method for Hamilton--Jacobi equations (Q1811704) (← links)
• Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. I: The case of bounded stochastic evolutions (Q1813211) (← links)
• Total risk aversion, stochastic optimal control, and differential games (Q1813219) (← links)
• Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. IV: Hamiltonians with unbounded linear terms (Q1813259) (← links)
• On the pricing of contingent claims under constraints (Q1814741) (← links)
• A PDE approach to certain large deviation problems for systems of parabolic equations (Q1822831) (← links)
• Existence of viscosity solutions of Hamilton-Jacobi equations (Q1836787) (← links)
• Generalized Hopf formulas for the nonautonomous Hamilton-Jacobi equation (Q1841126) (← links)
• Continuous dependence estimates for viscosity solutions of fully nonlinear degenerate parabolic equations (Q1849209) (← links)
• Uniqueness for parabolic equations without growth condition and applications to the mean curvature flow in \(\mathbb R^2\) (Q1864667) (← links)
• Multiple-objective risk-sensitive control and its small noise limit (Q1868064) (← links)
• Backward stochastic differential equations and partial differential equations with quadratic growth. (Q1872517) (← links)
• Long time averaged reflection force and homogenization of oscillating Neumann boundary conditions. (Q1873194) (← links)
• Shock capturing, level sets, and PDE based methods in computer vision and image processing: A review of Osher's contributions (Q1873313) (← links)
• Transport and diffusion of material quantities on propagating interfaces via level set methods. (Q1873371) (← links)
• High-order schemes for Hamilton--Jacobi equations on triangular meshes (Q1877135) (← links)
• The Dirichlet-to-Neumann map, viscosity solutions to eikonal equations, and the self-dual equations of pattern formation (Q1881718) (← links)
• The pressure equation in the fast diffusion range (Q1884107) (← links)
• On reachability and minimum cost optimal control (Q1888412) (← links)
• Stochastic viscosity solutions for nonlinear stochastic partial differential equations. I (Q1888754) (← links)
• Numerical schemes for investment models with singular transactions (Q1890892) (← links)
• Approximation schemes for constructing minimax solutions of Hamilton- Jacobi equations (Q1892378) (← links)
• Convexity properties of the minimum time function (Q1894803) (← links)
• Consistent parameter estimation for partially observed diffusions with small noise (Q1895793) (← links)
• Generalized motion by mean curvature with Neumann conditions and the Allen-Cahn model for phase transitions (Q1897238) (← links)
• Value function and optimality condition for semilinear control problems. II: Parabolic case (Q1909383) (← links)
• Generalized Bellman-Hamilton-Jacobi optimality conditions for a control problem with a boundary condition (Q1913857) (← links)
• Generalized solutions of partial differential equations of the first order. The invariance of graphs relative to differential inclusions (Q1917803) (← links)
• Lower semicontinuous solutions for a class of Hamilton-Jacobi-Bellman equations (Q1918024) (← links)
• On the uniqueness of solutions of the homogeneous curvature equations (Q1924442) (← links)
• Finding the quasipotential for nongradient SDEs (Q1926270) (← links)
• Discontinuous solutions of Hamilton-Jacobi-Bellman equation under state constraints (Q1942219) (← links)
• Large deviations principle by viscosity solutions: the case of diffusions with oblique Lipschitz reflections (Q1943324) (← links)
• Optimal trajectories of curvature constrained motion in the Hamilton-Jacobi formulation (Q1945372) (← links)
• Optimal portfolio and consumption selection with default risk (Q1946970) (← links)
• Deterministic minimax impulse control (Q1959685) (← links)