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Hopf-Lax formula for variational problems with non-constant discount
On the geometry of the Hamilton-Jacobi-Bellman equation
| 1. | Grupo de Física-Matemática da Universidade de Lisboa, Av. Prof. Gama Pinto, 2, 1649-003 Lisboa, Portugal |
| [1] |
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 |
| [2] |
Claudio Marchi. On the convergence of singular perturbations of Hamilton-Jacobi equations. Communications on Pure and Applied Analysis, 2010, 9 (5) : 1363-1377. doi: 10.3934/cpaa.2010.9.1363 |
| [3] |
Larry M. Bates, Francesco Fassò, Nicola Sansonetto. The Hamilton-Jacobi equation, integrability, and nonholonomic systems. Journal of Geometric Mechanics, 2014, 6 (4) : 441-449. doi: 10.3934/jgm.2014.6.441 |
| [4] |
Fabio Camilli, Paola Loreti, Naoki Yamada. Systems of convex Hamilton-Jacobi equations with implicit obstacles and the obstacle problem. Communications on Pure and Applied Analysis, 2009, 8 (4) : 1291-1302. doi: 10.3934/cpaa.2009.8.1291 |
| [5] |
Sergey Rashkovskiy. Hamilton-Jacobi theory for Hamiltonian and non-Hamiltonian systems. Journal of Geometric Mechanics, 2020, 12 (4) : 563-583. doi: 10.3934/jgm.2020024 |
| [6] |
Alberto S. Cattaneo, Pavel Mnev, Konstantin Wernli. Constrained systems, generalized Hamilton-Jacobi actions, and quantization. Journal of Geometric Mechanics, 2022 doi: 10.3934/jgm.2022010 |
| [7] |
Tomoki Ohsawa, Anthony M. Bloch. Nonholonomic Hamilton-Jacobi equation and integrability. Journal of Geometric Mechanics, 2009, 1 (4) : 461-481. doi: 10.3934/jgm.2009.1.461 |
| [8] |
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 |
| [9] |
Isabeau Birindelli, J. Wigniolle. Homogenization of Hamilton-Jacobi equations in the Heisenberg group. Communications on Pure and Applied Analysis, 2003, 2 (4) : 461-479. doi: 10.3934/cpaa.2003.2.461 |
| [10] |
María Barbero-Liñán, Manuel de León, David Martín de Diego, Juan C. Marrero, Miguel C. Muñoz-Lecanda. Kinematic reduction and the Hamilton-Jacobi equation. Journal of Geometric Mechanics, 2012, 4 (3) : 207-237. doi: 10.3934/jgm.2012.4.207 |
| [11] |
Manuel de León, David Martín de Diego, Miguel Vaquero. A Hamilton-Jacobi theory on Poisson manifolds. Journal of Geometric Mechanics, 2014, 6 (1) : 121-140. doi: 10.3934/jgm.2014.6.121 |
| [12] |
Gonzalo Dávila. Comparison principles for nonlocal Hamilton-Jacobi equations. Discrete and Continuous Dynamical Systems, 2022 doi: 10.3934/dcds.2022061 |
| [13] |
Yoshikazu Giga, Przemysław Górka, Piotr Rybka. Nonlocal spatially inhomogeneous Hamilton-Jacobi equation with unusual free boundary. Discrete and Continuous Dynamical Systems, 2010, 26 (2) : 493-519. doi: 10.3934/dcds.2010.26.493 |
| [14] |
Nicolas Forcadel, Mamdouh Zaydan. A comparison principle for Hamilton-Jacobi equation with moving in time boundary. Evolution Equations and Control Theory, 2019, 8 (3) : 543-565. doi: 10.3934/eect.2019026 |
| [15] |
Laura Caravenna, Annalisa Cesaroni, Hung Vinh Tran. Preface: Recent developments related to conservation laws and Hamilton-Jacobi equations. Discrete and Continuous Dynamical Systems - S, 2018, 11 (5) : i-iii. doi: 10.3934/dcdss.201805i |
| [16] |
Yuxiang Li. Stabilization towards the steady state for a viscous Hamilton-Jacobi equation. Communications on Pure and Applied Analysis, 2009, 8 (6) : 1917-1924. doi: 10.3934/cpaa.2009.8.1917 |
| [17] |
Alexander Quaas, Andrei Rodríguez. Analysis of the attainment of boundary conditions for a nonlocal diffusive Hamilton-Jacobi equation. Discrete and Continuous Dynamical Systems, 2018, 38 (10) : 5221-5243. doi: 10.3934/dcds.2018231 |
| [18] |
Giuseppe Marmo, Giuseppe Morandi, Narasimhaiengar Mukunda. The Hamilton-Jacobi theory and the analogy between classical and quantum mechanics. Journal of Geometric Mechanics, 2009, 1 (3) : 317-355. doi: 10.3934/jgm.2009.1.317 |
| [19] |
Yasuhiro Fujita, Katsushi Ohmori. Inequalities and the Aubry-Mather theory of Hamilton-Jacobi equations. Communications on Pure and Applied Analysis, 2009, 8 (2) : 683-688. doi: 10.3934/cpaa.2009.8.683 |
| [20] |
Olga Bernardi, Franco Cardin. On $C^0$-variational solutions for Hamilton-Jacobi equations. Discrete and Continuous Dynamical Systems, 2011, 31 (2) : 385-406. doi: 10.3934/dcds.2011.31.385 |
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