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math.OC2025
Hamilton--Jacobi--Bellman equation for optimal control of stochastic Wasserstein--Hamiltonian system on graphs
Jianbo Cui, Tonghe Dang
Stochastic optimal control problems for Hamiltonian dynamics on graphs have wide-ranging applications in mechanics and quantum field theory, particularly in systems with graph-base…
math.NA2025
Finite difference schemes for Hamilton--Jacobi equation on Wasserstein space on graphs
Jianbo Cui, Tonghe Dang, Chenchen Mou
This work proposes and studies numerical schemes for initial value problems of Hamilton--Jacobi equations (HJEs) with a graph individual noise on the Wasserstein space on graphs. N…