Results 71 to 80 of about 1,473,150 (249)
Dam Management in the Era of Climate Change
Mathematical Finance, Volume 36, Issue 4, Page 870-895, October 2026.ABSTRACT Climate change has a dramatic impact, particularly by concentrating rainfall into a few short periods, interspersed with long dry spells. In this context, the role of dams is crucial. We consider the optimal control of a dam, where the water level must neither exceed a designated safety threshold nor fall below a minimum level to ensure ...
Cristina Di Girolami +3 more
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Optimal Control in Financial Markets for the Uncertain Volatility Model
MathematicsThis paper generalizes the well-known Black–Scholes model, specifically the uncertain volatility model. To calculate the fair price range of a payment obligation, Hamilton–Jacobi–Bellman equations are derived and transformed into nonlinear heat equations
Grigory Belyavski +3 more
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Approximate Reachability for Feedback Linearizable Systems
Optimal Control Applications and Methods, Volume 47, Issue 5, Page 1062-1082, September/October 2026.The backwards reachable set for a dynamical system is the set of states for which there exists a constraint admissible trajectory that reaches a given terminal set. Conventional grid‐based approaches for computing these sets are intractable for many applications.
Vincent Liu +2 more
wiley +1 more source
Classification of nonlinear boundary conditions for 1D nonconvex Hamilton-Jacobi equations
, 2016 We study Hamilton-Jacobi equations in [0, +∞) of evolution type with nonlinear boundary conditions of Neumann type in the case where the Hamiltonian is non necessarily convex with respect to the gradient variable. In this paper, we give two main results.
Guerand, Jessica
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Analytic solutions for Hamilton-Jacobi-Bellman equations
Electronic Journal of Differential Equations, 2017 Closed form solutions are found for a particular class of Hamilton-Jacobi-Bellman equations emerging from a differential game among firms competing over quantities in a simultaneous oligopoly framework.
Arsen Palestini
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Some Results on Bellman Equations of Optimal Production Control in a Stochastic Manufacturing System
Journal of Probability and Statistics, 2009 The paper studies the production inventory problem of minimizing the expected discounted present value of production cost control in a manufacturing system with degenerate stochastic demand. We establish the existence of a unique solution of the Hamilton-
Azizul Baten, Anton Abdulbasah Kamil
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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
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Thermo‐Mechanical Topology Optimization: An Immersed FEM Level‐Set‐Based Approach
International Journal for Numerical Methods in Engineering, Volume 127, Issue 15, 15 August 2026.ABSTRACT This paper proposes a multi‐physics framework for topology optimization using an immersed level set‐finite element model. The work extends the capabilities of a recently developed immersed level‐set method to thermo‐mechanical problems, including coupling and material‐dependent properties.
Farzad Tatar +3 more
wiley +1 more source
Idempotent structures in optimization [PDF]
, 2001 Consider the set A = R ∪ {+∞} with the binary operations o1 = max and o2 = + and denote by An the set of vectors v = (v1,...,vn) with entries in A. Let the generalised sum u o1 v of two vectors denote the vector with entries uj o1 vj , and the product
Kolokoltsov, V. N. (Vasiliĭ Nikitich)
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Electronic Journal of Differential Equations, 2019 In mathematics and physics, the Kardar-Parisi-Zhang equation or quasilinear stationary version of a time-dependent viscous Hamilton-Jacobi equation in growing interface and universality classes is also known as the quasilinear Riccati type equation ...
Minh-Phuong Tran, Thanh-Nhan Nguyen
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