33 citations · 208 across the 32 of their papers we have counts for
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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…
Large deviations for Cox-Ingersoll-Ross processes with state-dependent fast switching
Yanyan Hu, Richard C. Kraaij, Fubao Xi
We study the large deviations for Cox-Ingersoll-Ross (CIR) processes with small noise and state-dependent fast switching via associated Hamilton-Jacobi equations. As the separation…
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…