Pages that link to "Item:Q5906797"
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The following pages link to Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations (Q5906797):
Displaying 50 items.
- Initialization of the shooting method via the Hamilton-Jacobi-Bellman approach (Q604254) (← links)
- Structure of viability kernels for some linear differential games (Q607886) (← links)
- Classical and impulse control for the optimization of dividend and proportional reinsurance policies with regime switching (Q613607) (← links)
- Modified domain decomposition method for Hamilton-Jacobi-Bellman equations (Q616035) (← links)
- A fast marching method for Hamilton-Jacobi equations modeling monotone front propagations (Q618461) (← links)
- An efficient data structure and accurate scheme to solve front propagation problems (Q618541) (← links)
- Fast sweeping fifth order WENO scheme for static Hamilton-Jacobi equations with accurate boundary treatment (Q618646) (← links)
- Primal-lower-nice property of value functions in optimization and control problems (Q618890) (← links)
- Weak KAM aspects of convex Hamilton-Jacobi equations with Neumann type boundary conditions (Q619894) (← links)
- On optimal control of capital injections by reinsurance and investments (Q621769) (← links)
- Application of optimal control techniques and advanced computing to the study of enzyme kinetics (Q622205) (← links)
- An iterative adaptive dynamic programming method for solving a class of nonlinear zero-sum differential games (Q629078) (← links)
- Metric techniques for convex stationary ergodic Hamiltonians (Q629854) (← links)
- Long-time asymptotic solutions of convex Hamilton-Jacobi equations with Neumann type boundary conditions (Q635772) (← links)
- Differential games with a given value function (Q643727) (← links)
- Convexity and semiconvexity along vector fields (Q645006) (← links)
- Dynamic programming and viscosity solutions for the optimal control of quantum spin systems (Q645578) (← links)
- Positional solutions of Hamilton-Jacobi equations in control problems for discrete-continuous systems (Q647782) (← links)
- The Peierls-Nabarro model as a limit of a Frenkel-Kontorova model (Q649756) (← links)
- Hamilton-Jacobi inequalities and the optimality conditions in the problems of control with common end constraints (Q650021) (← links)
- Large-time asymptotics for one-dimensional Dirichlet problems for Hamilton-Jacobi equations with noncoercive Hamiltonians (Q652478) (← links)
- Multitime dynamic programming for multiple integral actions (Q652686) (← links)
- An adaptive domain-decomposition technique for parallelization of the fast marching method (Q658651) (← links)
- The design and analysis of a generalized RESTART/DPR algorithm for rare event simulation (Q666351) (← links)
- A sublinear variance bound for solutions of a random Hamilton-Jacobi equation (Q691016) (← links)
- Homogenization in \(L^\infty\) (Q697862) (← links)
- Families of semipermeable curves in differential games with the homicidal chauffeur dynamics (Q705185) (← links)
- Error estimation and adaptive discretization for the discrete stochastic Hamilton-Jacobi-Bellman equation (Q706233) (← links)
- Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes (Q708865) (← links)
- Max-plus stochastic control and risk-sensitivity (Q708868) (← links)
- Multitime dynamic programming for curvilinear integral actions (Q711712) (← links)
- Adjoint and compensated compactness methods for Hamilton-Jacobi PDE (Q717162) (← links)
- Hamilton-Jacobi equations with obstacles (Q717490) (← links)
- On nonuniqueness of solutions of Hamilton-Jacobi-Bellman equations (Q722078) (← links)
- On existence and uniqueness of viscosity solutions for second order fully nonlinear PDEs with Caputo time fractional derivatives (Q723758) (← links)
- Fully discrete schemes for monotone optimal control problems (Q725733) (← links)
- Filtered schemes for Hamilton-Jacobi equations: a simple construction of convergent accurate difference schemes (Q729008) (← links)
- On the regularity of the boundary of the integral funnel of a differential inclusion (Q730389) (← links)
- Large time behavior of solutions of Hamilton-Jacobi equations with periodic boundary data (Q732573) (← links)
- Exact and approximate correctors for stochastic Hamiltonians: The 1-dimensional case (Q734958) (← links)
- A numerical method for pricing European options with proportional transaction costs (Q740640) (← links)
- Construction of a generalized solution to an equation that preserves the Bellman type in a given domain of the state space (Q742262) (← links)
- A uniqueness result for the quasiconvex operator and first order PDEs for convex envelopes (Q743361) (← links)
- Transmission conditions on interfaces for Hamilton-Jacobi-Bellman equations (Q743885) (← links)
- Large-time behavior for obstacle problems for degenerate viscous Hamilton-Jacobi equations (Q745581) (← links)
- Differential games with asymmetric and correlated information (Q747904) (← links)
- On viscosity solution of functional Hamilton-Jacobi type equations for hereditary systems (Q764715) (← links)
- A differential game with exit costs (Q778079) (← links)
- Long-time behavior of first-order mean field games on Euclidean space (Q778083) (← links)
- Solution to a zero-sum differential game with fractional dynamics via approximations (Q778088) (← links)
