منابع مشابه
Hamilton-Jacobi-Bellman Equations
This work treats Hamilton-Jacobi-Bellman equations. Their relation to several problems in mathematics is presented and an introduction to viscosity solutions is given. The work of several research articles is reviewed, including the Barles-Souganidis convergence argument and the inaugural papers on mean-field games. Original research on numerical methods for Hamilton-Jacobi-Bellman equations is...
متن کاملOptimal Soaring with Hamilton-jacobi-bellman Equations∗
Competition glider flying, like other outdoor sports, is a game of stochastic optimization, in which mathematics and quantitative strategies have historically played an important role. We address the problem of uncertain future atmospheric conditions by constructing a nonlinear Hamilton-Jacobi-Bellman equation for the optimal speed to fly, with a free boundary describing the climb/cruise decisi...
متن کاملHamilton-jacobi Equations with Jumps: Asymptotic Stability
The asymptotic stability of a global solution satisfying Hamilton-Jacobi equations with jumps will be analyzed in dependence on the strong dissipativity of the jump control function and using orbits of the differentiable flows to describe the corresponding characteristic system. AMS 2000 subject classification: 35k20
متن کاملHypercontractivity of Hamilton–jacobi Equations
– Following the equivalence between logarithmic Sobolev inequalities and hypercontractivity showed by L. Gross, we prove that logarithmic Sobolev inequalities are related similarly to hypercontractivity of solutions of Hamilton–Jacobi equations. By the infimum-convolution description of the Hamilton–Jacobi solutions, this approach provides a clear view of the connection between logarithmic Sobo...
متن کاملSchrödinger and Hamilton-jacobi Equations
Time-dependent Schrödinger equation represents the basis of any quantum-theoretical approach. The question concerning its proper content in comparison to the classical physics has not been, however, fully answered until now. It will be shown that there is one-to-one physical correspondence between basic solutions (represented always by one Hamiltonian eigenfunction only) and classical ones, as ...
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ژورنال
عنوان ژورنال: Archive for Rational Mechanics and Analysis
سال: 2010
ISSN: 0003-9527,1432-0673
DOI: 10.1007/s00205-010-0382-y