Results 81 to 90 of about 40,007 (203)

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

Legendre Transform Dual Asymptotic Solution for Insurers Under the Heston Local‐Stochastic Volatility Model: A Comparison of Variance Premium and Expected Value Principles

Journal of Mathematics, Volume 2026, Issue 1, 2026.
This study examines optimal investment and reinsurance strategies for two competing insurers who are concerned with their relative performance. Each insurer can purchase reinsurance and invest in a financial market consisting of one risk‐free asset and one risky asset, with the risky asset’s price modeled using the Heston local‐stochastic volatility ...
Winfrida Felix Mwigilwa, Nian-Sheng Tang
wiley   +1 more source

An application of global gradient estimates in Lorentz-Morrey spaces for the existence of stationary solutions to degenerate diffusive Hamilton-Jacobi equations

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
doaj  

Hamilton-Jacobi-Bellman equations for Rydberg-blockade processes

Physical Review Research
We discuss time-optimal control problems for two setups involving globally driven Rydberg atoms in the blockade limit by deriving the associated Hamilton-Jacobi-Bellman equations. From these equations, we extract the globally optimal trajectories and the
Charles Fromonteil, Roberto Tricarico, Francesco Cesa, Hannes Pichler   +3 more
doaj   +1 more source

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
wiley   +1 more source

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

New numerical methods for mean field games with quadratic costs

Networks and Heterogeneous Media, 2012
Mean field games have been introduced by J.-M. Lasry and P.-L. Lions in [13, 14, 15] as the limit case of stochastic differential games when the number of players goes to $+\infty$. In the case of quadratic costs, we present two changes of variables that
Olivier Guéant
doaj   +1 more source

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
doaj   +1 more source

General Existence of Solutions to Dynamic Programming Principle [PDF]

, 2013
We provide an alternative approach to the existence of solutions to dynamic programming equations arising in the discrete game-theoretic interpretations for various nonlinear partial differential equations including the infinity Laplacian, mean curvature
Liu, Qing, Schikorra, Armin
core  

Viscosity solutions of the Cauchy problem for second-order nonlinear partial differential equations in Hilbert spaces

Electronic Journal of Differential Equations, 2006
In this paper we prove the existence and uniqueness of viscosity solutions of the Cauchy problem for the second order nonlinear partial differential equations in Hilbert spaces.
Tran Van Bang, Tran Duc Van
doaj