Optimal Consumption in a Stochastic Ramsey Model with Cobb-Douglas Production Function
International Journal of Mathematics and Mathematical Sciences, 2013 A stochastic Ramsey model is studied with the Cobb-Douglas production function maximizing the expected discounted utility of consumption. We transformed the Hamilton-Jacobi-Bellman (HJB) equation associated with the stochastic Ramsey model so as to ...
Md. Azizul Baten, Anton Abdulbasah Kamil
doaj +1 more source
On the topology of the set of singularities of a solution to the Hamilton–Jacobi equation
, 2017 We address the topology of the set of singularities of a solution to a Hamilton–Jacobi equation. For this, we will apply the idea of the first two authors (Cannarsa and Cheng, Generalized characteristics and Lax–Oleinik operators: global result, preprint,
P. Cannarsa, W. Cheng, A. Fathi
semanticscholar +1 more source
Linear almost Poisson structures and Hamilton-Jacobi equation. Applications to nonholonomic Mechanics [PDF]
, 2008 In this paper, we study the underlying geometry in the classical Hamilton-Jacobi equation. The proposed formalism is also valid for nonholonomic systems.
M. León, J. Marrero, D. D. Diego
semanticscholar +1 more source
Horizontal gene transfer: numerical comparison between stochastic and deterministic approaches [PDF]
ESAIM: Proceedings and Surveys, 2020 Horizontal gene Transfer (HT) denotes the transmission of genetic material between two living organisms, while the vertical transmission refers to a DNA transfer from parents to their offspring.
Calvez Vincent +5 more
doaj +1 more source
An approximating method for the stabilizing solution of the Hamilton-Jacobi equation for integrable systems using Hamiltonian perturbation theory [PDF]
, 2006 In this report, a method for approximating the stabilizing solution of the Hamilton-Jacobi equation for integrable systems is proposed using symplectic geometry and a Hamiltonian perturbation technique.
Sakamoto, N., Schaft, A.J. van der
core +6 more sources
Hamilton-Jacobi theory in multisymplectic classical field theories [PDF]
, 2015 The geometric framework for the Hamilton-Jacobi theory developed in previous works is extended for multisymplectic first-order classical field theories.
de León, Manuel +3 more
core +3 more sources
A Discrete Hamilton–Jacobi Theory for Contact Hamiltonian Dynamics
MathematicsIn this paper, we propose a discrete Hamilton–Jacobi theory for (discrete) Hamiltonian dynamics defined on a (discrete) contact manifold. To this end, we first provide a novel geometric Hamilton–Jacobi theory for continuous contact Hamiltonian dynamics ...
Oğul Esen +2 more
doaj +1 more source
Bounded-From-Below Solutions of the Hamilton-Jacobi Equation for Optimal Control Problems with Exit Times: Vanishing Lagrangians, Eikonal Equations, and Shape-From-Shading [PDF]
, 2003 We study the Hamilton-Jacobi equation for undiscounted exit time control problems with general nonnegative Lagrangians using the dynamic programming approach.
Malisoff, Michael
core +3 more sources
Advances in High Energy Physics, 2013 The equivalence postulate of quantum mechanics offers an axiomatic approach to quantum field theories and quantum gravity. The equivalence hypothesis can be viewed as adaptation of the classical Hamilton-Jacobi formalism to quantum mechanics.
Alon E. Faraggi
doaj +1 more source
The representation formula for solutions of some class Hamilton–Jacobi equations
Lietuvos Matematikos Rinkinys, 2011 The lower semicontinious solutions of Hamilton–Jacobi equation are contructed by Hopf formula, when hamiltonian is maximum of linear functions.
Gintautas Gudynas
doaj +1 more source