Viscosity solution of the Hamilton–Jacobi equation by a limiting minimax method [PDF]
, 2013 For non-convex Hamiltonians, the viscosity solution and the more geometric minimax solution of the Hamilton–Jacobi equation do not coincide in general. They are nevertheless related: we show that iterating the minimax procedure during shorter and shorter
Qiaoling Wei
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On Zero-Sum Stochastic Differential Games with Jump-Diffusion Driven State: A Viscosity Solution Framework [PDF]
SIAM Journal of Control and Optimization, 2010 A zero-sum differential game with controlled jump-diffusion driven state is considered and studied by a combination of dynamic programming and viscosity solution techniques. We prove, under certain conditions, that the value of the game exists. Moreover,
Imran H. Biswas
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XV.—The Viscosity of Solutions [PDF]
Transactions of the Royal Society of Edinburgh, 1907 In a recent paper published by the authors, some measurements of the viscosity of aqueous solutions indicated that it would be of interest to investigate more fully the viscosity of solutions, especially those which exhibit what is now generally known as “negative viscosity,” over a wider range of temperature.This has now been done to a certain extent,
Ranken, C., Taylor, W. W.
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Path-Dependent Optimal Stochastic Control and Viscosity Solution of Associated Bellman Equations [PDF]
, 2012 In this paper we study the optimal stochastic control problem for a path-dependent stochastic system under a recursive path-dependent cost functional, whose associated Bellman equation from dynamic programming principle is a path-dependent fully ...
Shanjian Tang, Fu Zhang
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, 2006 Entry "Viscosity solution" of the Encyclopedia of Computer ...
CAMILLI, FABIO, E. Prados
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The Dirichlet Problem of Hessian Equation in Exterior Domains
Mathematics, 2020 In this paper, we will obtain the existence of viscosity solutions to the exterior Dirichlet problem for Hessian equations with prescribed asymptotic behavior at infinity by the Perron’s method. This extends the Ju–Bao results on Monge–Ampère equations
Hongfei Li, Limei Dai
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The Closed-Form Solution of an Extraction Model and Optimal Stopping Problems with Regime Switching
Mathematics, 2023 We aim to obtain by viscosity solution method the closed-form solution of a model concerning natural resource extraction in which a firm draws a schedule of when to stop the extraction.
Yong-Chao Zhang, Na Zhang, Qinglong Zhou
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The microscale Weissenberg effect for high-viscosity solution pumping at the picoliter level.
Nanoscale, 2018 Transportation of highly viscous solutions at the picoliter level with a rapid dynamic response is paramount for micro/nano-fabrication. With the advantages of a higher length-wall (thickness) ratio and a more stable free surface compared to those of the
Xuecui Mei +5 more
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$C^{1,\gamma}$ regularity for fully nonlinear elliptic equations on a convex polyhedron
Electronic Journal of Qualitative Theory of Differential Equations, 2022 In this note, we prove the boundary and global $C^{1,\gamma}$ regularity for viscosity solutions of fully nonlinear uniformly elliptic equations on a convex polyhedron by perturbation and iteration techniques.
Duan Wu, Pengcheng Niu
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Deterministic minimax impulse control in finite horizon: the viscosity solution approach [PDF]
, 2010 We study here the impulse control minimax problem. We allow the cost functionals and dynamics to be unbounded and hence the value functions can possibly be unbounded. We prove that the value function of the problem is continuous.
B. E. Asri
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