Value functions for Bolza problems with discontinuous lagrangians and Hamilton-Jacobi inequalities
Value functions for Bolza problems with discontinuous Lagrangians and Hamilton-Jacobi inequalities
We investigate the value function of the Bolza problem of the Calculus of Variations with a lower semicontinuous Lagrangian L and a final cost , and show that it is locally Lipschitz for t>0 whenever L is locally bounded. It also satisfies Hamilton-Jacobi inequalities in a generalized sense. When the Lagrangian is continuous, then the value function is the unique lower semicontinuous solution to the corresponding Hamilton-Jacobi equation, while for discontinuous Lagrangian we characterize...
Variational solutions of stationary Hamilton-Jacobi equations.
Variational theory of Riemannian subspaces.
Viability and invariance for differential games with applications to Hamilton-Jacobi-Isaacs equations
Viability, invariance and reachability for controlled piecewise deterministic Markov processes associated to gene networks
We aim at characterizing viability, invariance and some reachability properties of controlled piecewise deterministic Markov processes (PDMPs). Using analytical methods from the theory of viscosity solutions, we establish criteria for viability and invariance in terms of the first order normal cone. We also investigate reachability of arbitrary open sets. The method is based on viscosity techniques and duality for some associated linearized problem. The theoretical results are applied to general...
Viability, invariance and reachability for controlled piecewise deterministic Markov processes associated to gene networks
We aim at characterizing viability, invariance and some reachability properties of controlled piecewise deterministic Markov processes (PDMPs). Using analytical methods from the theory of viscosity solutions, we establish criteria for viability and invariance in terms of the first order normal cone. We also investigate reachability of arbitrary open sets. The method is based on viscosity techniques and duality for some associated linearized problem. The theoretical results are applied to general...
Viability, invariance and reachability for controlled piecewise deterministic Markov processes associated to gene networks
We aim at characterizing viability, invariance and some reachability properties of controlled piecewise deterministic Markov processes (PDMPs). Using analytical methods from the theory of viscosity solutions, we establish criteria for viability and invariance in terms of the first order normal cone. We also investigate reachability of arbitrary open sets. The method is based on viscosity techniques and duality for some associated linearized problem. The theoretical results are applied to general...
Viscosity solutions for an optimal control problem with Preisach hysteresis nonlinearities
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.
Viscosity solutions for an optimal control problem with Preisach hysteresis nonlinearities
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.
Viscosity solutions methods for converse KAM theory
The main objective of this paper is to prove new necessary conditions to the existence of KAM tori. To do so, we develop a set of explicit a-priori estimates for smooth solutions of Hamilton-Jacobi equations, using a combination of methods from viscosity solutions, KAM and Aubry-Mather theories. These estimates are valid in any space dimension, and can be checked numerically to detect gaps between KAM tori and Aubry-Mather sets. We apply these results to detect non-integrable regions in several...
Viscosity solutions of elliptic partial differential equations.
Viscosity solutions of fully nonlinear functional parabolic PDE.
Viscosity solutions of nonlinear systems of degenerated elliptic equations of second order.
Viscosity solutions of the Bellman equation for exit time optimal control problems with non-Lipschitz dynamics
We study the Bellman equation for undiscounted exit time optimal control problems with fully nonlinear lagrangians and fully nonlinear dynamics using the dynamic programming approach. We allow problems whose non-Lipschitz dynamics admit more than one solution trajectory for some choices of open loop controls and initial positions. We prove a uniqueness theorem which characterizes the value functions of these problems as the unique viscosity solutions of the corresponding Bellman equations that satisfy...
Viscosity Solutions of the Bellman Equation for Exit Time Optimal Control Problems with Non-Lipschitz Dynamics
We study the Bellman equation for undiscounted exit time optimal control problems with fully nonlinear Lagrangians and fully nonlinear dynamics using the dynamic programming approach. We allow problems whose non-Lipschitz dynamics admit more than one solution trajectory for some choices of open loop controls and initial positions. We prove a uniqueness theorem which characterizes the value functions of these problems as the unique viscosity solutions of the corresponding Bellman equations that...
Viscosity solutions of the Isaacs equation οn an attainable set
We apply a modification of the viscosity solution concept introduced in [8] to the Isaacs equation defined on the set attainable from a given set of initial conditions. We extend the notion of a lower strategy introduced by us in [17] to a more general setting to prove that the lower and upper values of a differential game are subsolutions (resp. supersolutions) in our sense to the upper (resp. lower) Isaacs equation of the differential game. Our basic restriction is that the variable duration time...
Viscosity solutions of two classes of coupled Hamilton-Jacobi-Bellman equations.