Viscosity solutions associated with impulse control problems for piecewise-deterministic processes.
Lenhart, Suzanne M. (1989)
International Journal of Mathematics and Mathematical Sciences
Similarity:
Lenhart, Suzanne M. (1989)
International Journal of Mathematics and Mathematical Sciences
Similarity:
Denis Pasquignon (1999)
ESAIM: Control, Optimisation and Calculus of Variations
Similarity:
Alessandra Cutrì, Francesca Da Lio (2007)
ESAIM: Control, Optimisation and Calculus of Variations
Similarity:
In this paper we prove a comparison result between semicontinuous viscosity subsolutions and supersolutions to Hamilton-Jacobi equations of the form in where the Hamiltonian may be noncoercive in the gradient As a consequence of the comparison result and the Perron's method we get the existence of a continuous solution of this equation.
G. Barles (1990)
Annales de l'I.H.P. Analyse non linéaire
Similarity:
Fabio Bagagiolo (2010)
ESAIM: Control, Optimisation and Calculus of Variations
Similarity:
We study a finite horizon problem for a system whose evolution is governed by a controlled ordinary differential equation, which takes also account of a hysteretic component: namely, the output of a Preisach operator of hysteresis. We derive a discontinuous infinite dimensional Hamilton–Jacobi equation and prove that, under fairly general hypotheses, the value function is the unique bounded and uniformly continuous viscosity solution of the corresponding Cauchy problem.
G. Barles, B. Perthame (1987)
ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique
Similarity:
Sermone, Lelde (1997)
Journal of Applied Mathematics and Stochastic Analysis
Similarity: