Efektívnejšie využitie metódy dynamického programovania v niektorých nelineárnych časovo-optimálnych riadených sústavách
Eine strenge Begründung dynamischer Programme und die Bestimmung ausgezeichneter Knoten- und Kantenmengen in endlichen Graphen.
Équations aux dérivées partielles stochastiques nonlinéaires et solutions de viscosité
Équations de Hamilton-Jacobi-Bellman
Equilibrium search model with endogenous growth rate of human capital
This article studies an equilibrium search problem when jobs provided by firms can be either unskilled or skilled and when workers differing in their education level can be either low-educated or high-educated. The structure proportion of jobs affects the equilibrium which indicates a threshold that can distinguish whether the equilibrium is separating or cross-skill. In addition, the cross-skill equilibrium solution implies the high-educated workers are more likely to obtain higher pay rates than...
Ergodic control problems on the whole Euclidean space and convergence of symmetric diffusions.
Ergodic problem for the Hamilton-Jacobi-Bellman equation. I. Existence of the ergodic attractor
Ergodic problem for the Hamilton-Jacobi-Bellman equation. II
Exact solution of the Bellman equation for a -discounted reward in a two-armed bandit with switching arms.
Existence and uniqueness for a nonlinear parabolic/Hamilton-Jacobi coupled system describing the dynamics of dislocation densities
Existence of average optimal policies in Markov control processes with strictly unbounded costs
Existence of critical sub-solutions of the Hamilton–Jacobi equation on compact manifolds
Existence results for first order Hamilton Jacobi equations
Exponential convergence for a convexifying equation
We consider an evolution equation similar to that introduced by Vese in [Comm. Partial Diff. Eq. 24 (1999) 1573–1591] and whose solution converges in large time to the convex envelope of the initial datum. We give a stochastic control representation for the solution from which we deduce, under quite general assumptions that the convergence in the Lipschitz norm is in fact exponential in time.
Exponential convergence for a convexifying equation
We consider an evolution equation similar to that introduced by Vese in [Comm. Partial Diff. Eq. 24 (1999) 1573–1591] and whose solution converges in large time to the convex envelope of the initial datum. We give a stochastic control representation for the solution from which we deduce, under quite general assumptions that the convergence in the Lipschitz norm is in fact exponential in time.
Exponential convergence for a convexifying equation
We consider an evolution equation similar to that introduced by Vese in [Comm. Partial Diff. Eq. 24 (1999) 1573–1591] and whose solution converges in large time to the convex envelope of the initial datum. We give a stochastic control representation for the solution from which we deduce, under quite general assumptions that the convergence in the Lipschitz norm is in fact exponential in time.