Results 1 to 10 of about 451,720 (336)
A fitted finite volume method for stochastic optimal control problems in finance
AIMS Mathematics, 2021 In this article, we provide a numerical method based on fitted finite volume method to approximate the Hamilton-Jacobi-Bellman (HJB) equation coming from stochastic optimal control problems in one and two dimensional domain.
Christelle Dleuna Nyoumbi +1 more
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Strong Maximum Principle for Viscosity Solutions of Fully Nonlinear Cooperative Elliptic Systems
Mathematics, 2021 In this paper, we consider the validity of the strong maximum principle for weakly coupled, degenerate and cooperative elliptic systems in a bounded domain.
Georgi Boyadzhiev, Nikolai Kutev
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Weak solutions of generated Jacobian equations
Mathematics in Engineering, 2023 We prove two groups of relationships for weak solutions to generated Jacobian equations under proper assumptions on the generating functions and the domains, which are generalizations for the optimal transportation case and the standard Monge-Ampère case
Feida Jiang
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, 2006 Entry "Viscosity solution" of the Encyclopedia of Computer ...
CAMILLI, FABIO, E. Prados
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Vortex formation for a non-local interaction model with Newtonian repulsion and superlinear mobility
Advances in Nonlinear Analysis, 2022 We consider density solutions for gradient flow equations of the form ut = ∇ · (γ(u)∇ N(u)), where N is the Newtonian repulsive potential in the whole space ℝd with the nonlinear convex mobility γ(u) = uα, and α > 1.
Carrillo J.A. +2 more
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Lipschitz estimates for partial trace operators with extremal Hessian eigenvalues
Advances in Nonlinear Analysis, 2022 We consider the Dirichlet problem for partial trace operators which include the smallest and the largest eigenvalue of the Hessian matrix. It is related to two-player zero-sum differential games. No Lipschitz regularity result is known for the solutions,
Vitolo Antonio
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Optimal Control Problem for Minimization of Net Energy Consumption at Metro
Mathematics, 2023 The optimal control currently decides the minimum energy consumption within the problems attached to subways. Among other things, we formulate and solve an optimal bi-control problem, the two controls being the acceleration and the feed-back of a ...
Constantin Udriste +2 more
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Singular elliptic equations with directional diffusion
Mathematics in Engineering, 2021 We investigate conditions for the existence and uniqueness of viscosity solutions of the Dirichlet problem for a degenerate elliptic equation describing a stationary diffusion, which may take place in a partial number of spatial directions, with a ...
Antonio Vitolo
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Mathematics, 2022 In this paper, we consider the two-player state and control path-dependent stochastic zero-sum differential game. In our problem setup, the state process, which is controlled by the players, is dependent on (current and past) paths of state and control ...
Jun Moon
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Principal eigenvalue problem for infinity Laplacian in metric spaces
Advanced Nonlinear Studies, 2022 This article is concerned with the Dirichlet eigenvalue problem associated with the ∞\infty -Laplacian in metric spaces. We establish a direct partial differential equation approach to find the principal eigenvalue and eigenfunctions in a proper geodesic
Liu Qing, Mitsuishi Ayato
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