36 research outputs found

    (Almost) Everything You Always Wanted to Know About Deterministic Control Problems in Stratified Domains

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    We revisit the pioneering work of Bressan \& Hong on deterministic control problems in stratified domains, i.e. control problems for which the dynamic and the cost may have discontinuities on submanifolds of R N . By using slightly different methods, involving more partial differential equations arguments, we (i) slightly improve the assumptions on the dynamic and the cost; (ii) obtain a comparison result for general semi-continuous sub and supersolutions (without any continuity assumptions on the value function nor on the sub/supersolutions); (iii) provide a general framework in which a stability result holds

    Porous medium equation with nonlocal pressure

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    We provide a rather complete description of the results obtained so far on the nonlinear diffusion equation ut=(um1(Δ)su)u_t=\nabla\cdot (u^{m-1}\nabla (-\Delta)^{-s}u), which describes a flow through a porous medium driven by a nonlocal pressure. We consider constant parameters m>1m>1 and 0<s<10<s<1, we assume that the solutions are non-negative, and the problem is posed in the whole space. We present a theory of existence of solutions, results on uniqueness, and relation to other models. As new results of this paper, we prove the existence of self-similar solutions in the range when N=1N=1 and m>2m>2, and the asymptotic behavior of solutions when N=1N=1. The cases m=1m = 1 and m=2m = 2 were rather well known.Comment: 24 pages, 2 figure

    Aging and the neuroeconomics of decision making: A review

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    A Bellman approach for two-domains optimal control problems in ℝ

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    This article is the starting point of a series of works whose aim is the study of deterministic control problems where the dynamic and the running cost can be completely different in two (or more) complementary domains of the space ℝN. As a consequence, the dynamic and running cost present discontinuities at the boundary of these domains and this is the main difficulty of this type of problems. We address these questions by using a Bellman approach: our aim is to investigate how to define properly the value function(s), to deduce what is (are) the right Bellman Equation(s) associated to this problem (in particular what are the conditions on the set where the dynamic and running cost are discontinuous) and to study the uniqueness properties for this Bellman equation. In this work, we provide rather complete answers to these questions in the case of a simple geometry, namely when we only consider two different domains which are half spaces: we properly define the control problem, identify the different conditions on the hyperplane where the dynamic and the running cost are discontinuous and discuss the uniqueness properties of the Bellman problem by either providing explicitly the minimal and maximal solution or by giving explicit conditions to have uniqueness

    A Bellman approach for regional optimal control problems in R N

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    This article is a continuation of a previous work where we studied infinite horizon control problems for which the dynamic, running cost and control space may be different in two half-spaces of some euclidian space RN\R^N. In this article we extend our results in several directions: (i)(i) to more general domains; (ii)(ii) by considering finite horizon control problems; (iii)(iii) by weaken the controlability assumptions. We use a Bellman approach and our main results are to identify the right Hamilton-Jacobi-Bellman Equation (and in particular the right conditions to be put on the interfaces separating the regions where the dynamic and running cost are different) and to provide the maximal and minimal solutions, as well as conditions for uniqueness. We also provide stability results for such equations

    Ergodic Problems for Viscous Hamilton--Jacobi Equations with Inward Drift

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