Results 101 to 110 of about 82,726 (225)
Representation Formula for Solutions of Eikonal Type Equations
Nonlinear Analysis, 2001 Equations of an eikonal type ones arise in many areas of applications, including optics, fluid mechanics, material sciences, and control theory. This article investigates the representation formula for semiconcave solutions of the boundary problem for ...
Gintautas Gudynas
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Strategic exits in stochastic partnerships: The curse of profitability
Theoretical Economics, Volume 21, Issue 1, Page 167-203, January 2026.We study dynamic partnerships where the output evolves stochastically, each player can exit at any time, and players who have exited continue to accrue some benefits if the remaining players keep contributing to the partnership. Players can strategically exit to free‐ride on their partners' contributions, knowing that it may trigger subsequent exits of
Boli Xu
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Dynamic Programming and Hamilton–Jacobi–Bellman Equations on Time Scales
Complexity, 2020 Bellman optimality principle for the stochastic dynamic system on time scales is derived, which includes the continuous time and discrete time as special cases.
Yingjun Zhu, Guangyan Jia
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Parabolic perturbations of Hamilton–Jacobi equations [PDF]
Fundamenta Mathematicae, 1998 Summary: We consider a parabolic perturbation of the Hamilton-Jacobi equation where the potential is periodic in space and time. We show that any solution converges to a limit not depending on initial conditions.
openaire +2 more sources
Mean Field Game with Delay: A Toy Model
Risks, 2018 We study a toy model of linear-quadratic mean field game with delay. We “lift” the delayed dynamic into an infinite dimensional space, and recast the mean field game system which is made of a forward Kolmogorov equation and a backward ...
Jean-Pierre Fouque, Zhaoyu Zhang
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Symmetry, Integrability and Geometry: Methods and Applications, 2008 In a previous work the concept of quantum potential is generalized into extended phase space (EPS) for a particle in linear and harmonic potentials.
Sadolah Nasiri, Samira Bahrami
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"Ito's Lemma" and the Bellman equation for Poisson processes: An applied view [PDF]
Rare and randomly occurring events are important features of the economic world. In continuous time they can easily be modeled by Poisson processes. Analyzing optimal behavior in such a setup requires the appropriate version of the change of variables ...
Sennewald, Ken, Wälde, Klaus
core
The Dual Hamilton–Jacobi Equation and the Poincaré Inequality
MathematicsFollowing the equivalence between logarithmic Sobolev inequalities and hypercontractivity shown by L. Gross, and applying the ideas and methods of the work by Bobkov, Gentil and Ledoux, we would like to establish a new connection between the logarithmic ...
Rigao He +3 more
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Bohm's potential, classical/quantum duality and repulsive gravity
Physics Letters B, 2019 We propose the notion of a classical/quantum duality in the gravitational case (it can be extended to other interactions). By this one means exchanging Bohm's quantum potential for the classical potential VQ↔V in the stationary quantum Hamilton–Jacobi ...
Carlos Castro Perelman
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"Itô's Lemma" and the Bellman equation: An applied view [PDF]
Rare and randomly occurring events are important features of the economic world. In continuous time they can easily be modeled by Poisson processes. Analyzing optimal behavior in such a setup requires the appropriate version of the change of variables ...
Sennewald, Ken, Wälde, Klaus
core