Pages that link to "Item:Q3733283"

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

Displaying 50 items.

• A Narrow-stencil Finite Difference Method for Approximating Viscosity Solutions of Hamilton--Jacobi--Bellman Equations (Q4986815) (← links)
• Hamilton–Jacobi equations for optimal control on junctions with unbounded running cost functions (Q4987121) (← links)
• On the dynamics of contact Hamiltonian systems: I. Monotone systems (Q4990899) (← links)
• Viscosity Solutions of Hamilton--Jacobi--Bellman--Isaacs Equations for Time-Delay Systems (Q4992020) (← links)
• Adaptive Deep Learning for High-Dimensional Hamilton--Jacobi--Bellman Equations (Q4997364) (← links)
• Global existence to a diagonal hyperbolic system for any BV initial data (Q5000119) (← links)
• A Level-Set Adjoint-State Method for Transmission Traveltime Tomography in Irregular Domains (Q5005002) (← links)
• On the decay of viscosity solutions to Hamilton–Jacobi equations with almost periodic initial data (Q5009100) (← links)
• Elements of analytical solutions constructor in a class of time-optimal control problems with the break of curvature of a target set (Q5012436) (← links)
• Schrödinger dynamics and optimal transport of measures (Q5019215) (← links)
• On nonlinear Feynman–Kac formulas for viscosity solutions of semilinear parabolic partial differential equations (Q5021119) (← links)
• Finite-time convergence of solutions of Hamilton-Jacobi equations (Q5027162) (← links)
• A sixth-order finite difference WENO scheme for Hamilton–Jacobi equations (Q5031773) (← links)
• Hamilton–Jacobi equations with their Hamiltonians depending Lipschitz continuously on the unknown (Q5037300) (← links)
• Differentiability With Respect to the Initial Condition for Hamilton--Jacobi Equations (Q5038512) (← links)
• HJB-INEQUALITIES IN ESTIMATING REACHABLE SETS OF A CONTROL SYSTEM UNDER UNCERTAINTY (Q5042210) (← links)
• Metric Entropy for Hamilton--Jacobi Equations with Uniformly Directionally Convex Hamiltonian (Q5042371) (← links)
• Asymptotic Spreading for General Heterogeneous Fisher-KPP Type Equations (Q5042713) (← links)
• Minimax Generalized Solutions of Hamilton-Jacobi Equations in Dynamic Bimatrix Games (Q5048469) (← links)
• (Q5053195) (← links)
• Analysis of Equilibrium Trajectories in Dynamic Bimatrix Games (Q5057960) (← links)
• Continuous Lambertian shape from shading: A primal-dual algorithm (Q5061532) (← links)
• High Order Finite Difference Hermite WENO Fixed-Point Fast Sweeping Method for Static Hamilton-Jacobi Equations (Q5065169) (← links)
• The Holder continuity of the solutions to quasi-linear system of elliptic partial differential equations with singular coefficients (Q5065618) (← links)
• A rearrangement minimization problem corresponding to<i>p</i>-Laplacian equation (Q5066557) (← links)
• Minimax solutions of Hamilton–Jacobi equations with fractional coinvariant derivatives (Q5066572) (← links)
• On singularity structure of minimax solution to Dirichlet problem for eikonal type equation with discontinuous curvature of boundary of boundary set (Q5067183) (← links)
• Accelerated Optimization in the PDE Framework: Formulations for the Manifold of Diffeomorphisms (Q5068854) (← links)
• Tukey Depths and Hamilton--Jacobi Differential Equations (Q5075722) (← links)
• MATHEMATICAL MODELLING OF THE HUMP EFFECT (Q5076410) (← links)
• Value Functions and Optimality Conditions for Nonconvex Variational Problems with an Infinite Horizon in Banach Spaces (Q5076702) (← links)
• A Continuous Finite Element Method with Homotopy Vanishing Viscosity for Solving the Static Eikonal Equation (Q5077706) (← links)
• Discontinuous viscosity solutions of first-order Hamilton–Jacobi equations (Q5078244) (← links)
• Minimizing ruin probability under the Sparre Anderson model (Q5079885) (← links)
• Approximate solution of the Hamilton-Jacobi-Bellman equation (Q5080103) (← links)
• Continuity of the value function for deterministic optimal impulse control with terminal state constraint (Q5084587) (← links)
• Viscosity solutions and the pricing of European-style options in a Markov-modulated exponential Lévy model (Q5086465) (← links)
• Quasi-Convex Hamilton--Jacobi Equations via Finsler $p$-Laplace--Type Operators (Q5104099) (← links)
• A High-Order Scheme for Image Segmentation via a Modified Level-Set Method (Q5108485) (← links)
• An Optimal Investment Problem with Nonsmooth and Nonconcave Utility over a Finite Time Horizon (Q5112730) (← links)
• Infinity-Laplacian type equations and their associated Dirichlet problems (Q5113381) (← links)
• Control-Theoretic Models of Environmental Crime (Q5113810) (← links)
• A Model for Optimal Human Navigation with Stochastic Effects (Q5117979) (← links)
• Future Expectations Modeling, Random Coefficient Forward–Backward Stochastic Differential Equations, and Stochastic Viscosity Solutions (Q5119840) (← links)
• Constrained optimality for controlled switching diffusions with an application to stock purchasing (Q5120736) (← links)
• OPTIMAL SELLING STRATEGY WITH A LARGE BLOCK OF STOCK (Q5121205) (← links)
• On Piecewise Linear Minimax Solution of Hamilton–Jacobi Equation with Nonhomogeneous Hamiltonian (Q5128692) (← links)
• On almost periodic viscosity solutions to Hamilton-Jacobi equations (Q5131869) (← links)
• Numerical methods for construction of value functions in optimal control problems on an infinite horizon (Q5134242) (← links)
• The Inverse Problem for Hamilton--Jacobi Equations and Semiconcave Envelopes (Q5137072) (← links)