Results 51 to 60 of about 114,514,341 (131)
Externality and Hamilton-Jacobi equations
, 2004 The relationship between optimal control problems and Hamilton-Jacobi-Bellman equations is well known [9]. In fact the value function, defined as the infimum of the cost functional, satisfies in the viscosity sense an appropriate Hamilton-Jacobi-Bellman ...
LORETI, Paola +1 more
core +1 more source
On Symmetry and Conserved Quantities in Classical Mechanics [PDF]
, 2005 This paper expounds the relations between continuous symmetries and conserved quantities, i.e. Noether's ``first theorem'', in both the Lagrangian and Hamiltonian frameworks for classical mechanics.
Butterfield, Jeremy
core
Maximum Principle for Boundary Control Problems Arising in Optimal Investment with Vintage Capital [PDF]
The paper concerns the study of the Pontryagin Maximum Principle for an infinite dimensional and infinite horizon boundary control problem for linear partial differential equations.
Silvia Faggian
core
Optimal investment models with vintage capital: Dynamic Programming approach [PDF]
The Dynamic Programming approach for a family of optimal investment models with vintage capital is here developed. The problem falls into the class of infinite horizon optimal control problems of PDE's with age structure that have been studied in various
Silvia Faggian, Fausto Gozzi
core
Hamilton-Jacobi Equations [PDF]
, 2017 This thesis presents the theory of Hamilton-Jacobi equations. It is first shown how the equation is derived from the Lagrangian mechanics, then the traditional methods for searching for the solution are presented, where the Hopf-Lax formula along with ...
Skourat, Nikita
core
Hamilton-Jacobi equations constrained on networks [PDF]
, 2013 The previous versions of this preprint had the different title Hamilton-Jacobi equation on networks. The link for these old versions is hal-00503910 - version 4International audienceWe consider continuous-state and continuous-time control problems where ...
Yves Achdou +10 more
core +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
core +3 more sources
Equilibrium Points for Optimal Investment with Vintage Capital [PDF]
The paper concerns the study of equilibrium points, namely the stationary solutions to the closed loop equation, of an infinite dimensional and infinite horizon boundary control problem for linear partial differential equations. Sufficient conditions for
Silvia Faggian
core
Hamilton-Jacobi-Bellman equations on time scales
, 2009 In this paper, we consider a class of optimal control problems on time scales without state constraints, target conditions or the fixed terminal time. We first present and show a time scale version of the Bellman optimality principle.
Honglei Xu (23287432) +2 more
core
Relaxation in the Cauchy problem for Hamilton-Jacobi equations
, 2005 In this note we study a little further the relaxation of Hamilton- Jacobi equations
LORETI, Paola, Ishii H.
core