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A derivative-free method for solving large-scale nonlinear systems of equations
The viscosity approximation to the Hamilton-Jacobi-Bellman equation in optimal feedback control: Upper bounds for extended domains
1. | School of Engineering, Edith Cowan University, 270 Joondalup Drive, Joondalup 6027, Australia |
2. | School of Mathematics and Statistics, The University of Western Australia, 35 Stirling Highway, Crawley, WA 6009 |
[1] |
Zhen-Zhen Tao, Bing Sun. A feedback design for numerical solution to optimal control problems based on Hamilton-Jacobi-Bellman equation. Electronic Research Archive, 2021, 29 (5) : 3429-3447. doi: 10.3934/era.2021046 |
[2] |
Jean-Claude Zambrini. On the geometry of the Hamilton-Jacobi-Bellman equation. Journal of Geometric Mechanics, 2009, 1 (3) : 369-387. doi: 10.3934/jgm.2009.1.369 |
[3] |
Bian-Xia Yang, Shanshan Gu, Guowei Dai. Existence and multiplicity for Hamilton-Jacobi-Bellman equation. Communications on Pure and Applied Analysis, 2021, 20 (11) : 3767-3793. doi: 10.3934/cpaa.2021130 |
[4] |
Kaizhi Wang, Jun Yan. Lipschitz dependence of viscosity solutions of Hamilton-Jacobi equations with respect to the parameter. Discrete and Continuous Dynamical Systems, 2016, 36 (3) : 1649-1659. doi: 10.3934/dcds.2016.36.1649 |
[5] |
Daniele Castorina, Annalisa Cesaroni, Luca Rossi. On a parabolic Hamilton-Jacobi-Bellman equation degenerating at the boundary. Communications on Pure and Applied Analysis, 2016, 15 (4) : 1251-1263. doi: 10.3934/cpaa.2016.15.1251 |
[6] |
Mohamed Assellaou, Olivier Bokanowski, Hasnaa Zidani. Error estimates for second order Hamilton-Jacobi-Bellman equations. Approximation of probabilistic reachable sets. Discrete and Continuous Dynamical Systems, 2015, 35 (9) : 3933-3964. doi: 10.3934/dcds.2015.35.3933 |
[7] |
Xuhui Wang, Lei Hu. A new method to solve the Hamilton-Jacobi-Bellman equation for a stochastic portfolio optimization model with boundary memory. Journal of Industrial and Management Optimization, 2021 doi: 10.3934/jimo.2021137 |
[8] |
Mihai Bostan, Gawtum Namah. Time periodic viscosity solutions of Hamilton-Jacobi equations. Communications on Pure and Applied Analysis, 2007, 6 (2) : 389-410. doi: 10.3934/cpaa.2007.6.389 |
[9] |
Olga Bernardi, Franco Cardin. Minimax and viscosity solutions of Hamilton-Jacobi equations in the convex case. Communications on Pure and Applied Analysis, 2006, 5 (4) : 793-812. doi: 10.3934/cpaa.2006.5.793 |
[10] |
Shanjian Tang, Fu Zhang. Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations. Discrete and Continuous Dynamical Systems, 2015, 35 (11) : 5521-5553. doi: 10.3934/dcds.2015.35.5521 |
[11] |
Kai Zhao, Wei Cheng. On the vanishing contact structure for viscosity solutions of contact type Hamilton-Jacobi equations I: Cauchy problem. Discrete and Continuous Dynamical Systems, 2019, 39 (8) : 4345-4358. doi: 10.3934/dcds.2019176 |
[12] |
Thomas Strömberg. A system of the Hamilton--Jacobi and the continuity equations in the vanishing viscosity limit. Communications on Pure and Applied Analysis, 2011, 10 (2) : 479-506. doi: 10.3934/cpaa.2011.10.479 |
[13] |
Eddaly Guerra, Héctor Sánchez-Morgado. Vanishing viscosity limits for space-time periodic Hamilton-Jacobi equations. Communications on Pure and Applied Analysis, 2014, 13 (1) : 331-346. doi: 10.3934/cpaa.2014.13.331 |
[14] |
Nalini Anantharaman, Renato Iturriaga, Pablo Padilla, Héctor Sánchez-Morgado. Physical solutions of the Hamilton-Jacobi equation. Discrete and Continuous Dynamical Systems - B, 2005, 5 (3) : 513-528. doi: 10.3934/dcdsb.2005.5.513 |
[15] |
Federica Masiero. Hamilton Jacobi Bellman equations in infinite dimensions with quadratic and superquadratic Hamiltonian. Discrete and Continuous Dynamical Systems, 2012, 32 (1) : 223-263. doi: 10.3934/dcds.2012.32.223 |
[16] |
Mariane Bourgoing. Viscosity solutions of fully nonlinear second order parabolic equations with $L^1$ dependence in time and Neumann boundary conditions. Discrete and Continuous Dynamical Systems, 2008, 21 (3) : 763-800. doi: 10.3934/dcds.2008.21.763 |
[17] |
Joan-Andreu Lázaro-Camí, Juan-Pablo Ortega. The stochastic Hamilton-Jacobi equation. Journal of Geometric Mechanics, 2009, 1 (3) : 295-315. doi: 10.3934/jgm.2009.1.295 |
[18] |
Gang Li, Fen Gu, Feida Jiang. Positive viscosity solutions of a third degree homogeneous parabolic infinity Laplace equation. Communications on Pure and Applied Analysis, 2020, 19 (3) : 1449-1462. doi: 10.3934/cpaa.2020071 |
[19] |
Pierpaolo Soravia. Existence of absolute minimizers for noncoercive Hamiltonians and viscosity solutions of the Aronsson equation. Mathematical Control and Related Fields, 2012, 2 (4) : 399-427. doi: 10.3934/mcrf.2012.2.399 |
[20] |
Jingyu Li, Chuangchuang Liang. Viscosity dominated limit of global solutions to a hyperbolic equation in MEMS. Discrete and Continuous Dynamical Systems, 2016, 36 (2) : 833-849. doi: 10.3934/dcds.2016.36.833 |
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