33 citations · 208 across the 32 of their papers we have counts for
8 papers · 1 filter
A Strict Comparison Principle for Integro-Differential Hamilton-Jacobi-Bellman Equations on Domains with Boundary
Serena Della Corte, Fabian Fuchs, Richard C. Kraaij +1
This work provides a comparison principle for viscosity solutions to boundary value problems on (partially) bounded, cylindrical spaces. The comparison principle is based on a test…
A comparison principle based on couplings of partial integro-differential operators
Serena Della Corte, Fabian Fuchs, Richard C. Kraaij +1
This paper is concerned with a comparison principle for viscosity solutions to Hamilton-Jacobi (HJ), -Bellman (HJB), and -Isaacs (HJI) equations for general classes of partial inte…
Hamilton--Jacobi equations for Wasserstein controlled gradient flows: existence of viscosity solutions
Giovanni Conforti, Richard C. Kraaij, Luca Tamanini +1
This work is the third part of a program initiated in arXiv:2111.13258, arXiv:2302.06571 aiming at the development of an intrinsic geometric well-posedness theory for Hamilton-Jaco…
Well-posedness of a Hamilton-Jacobi-Bellman equation in the strong coupling regime
Serena Della Corte, Richard C. Kraaij
We prove comparison principle for viscosity solutions of a Hamilton-Jacobi-Bellman equation in a strong coupling regime considering a stationary and a time-dependent version of the…
Hamilton--Jacobi equations for controlled gradient flows: cylindrical test functions
Giovanni Conforti, Richard C. Kraaij, Daniela Tonon
This work is the second part of a program initiated in arXiv:2111.13258 aiming at the development of an intrinsic geometric well-posedness theory for Hamilton-Jacobi equations rela…
Hamilton--Jacobi equations for controlled gradient flows: the comparison principle
Giovanni Conforti, Richard Kraaij, Daniela Tonon
Motivated by recent developments in the fields of large deviations for interacting particle system and mean field control, we establish a comparison principle for the Hamilton--Jac…
Comparison Principle for Hamilton-Jacobi-Bellman Equations via a Bootstrapping Procedure
Richard C. Kraaij, Mikola C. Schlottke
We study the well-posedness of Hamilton-Jacobi-Bellman equations on subsets of in a context without boundary conditions. The Hamiltonian is given as the supremum ove…
Fluctuation symmetry leads to GENERIC equations with non-quadratic dissipation
Richard C. Kraaij, Alexandre Lazarescu, Christian Maes +1
We develop a formalism to discuss the properties of GENERIC systems in terms of corresponding Hamiltonians that appear in the characterization of large-deviation limits. We demonst…