Entropy solutions of scalar conservation laws are recovered as weak-star limits of nonlocal approximations with averaged fluxes via Hamilton-Jacobi stability.
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Uniqueness holds for continuous viscosity solutions of path-dependent HJ equations when the Hamiltonian is continuous and locally Lipschitz in the functional variable, either with sublinear growth in the gradient or with an added local Lipschitz condition on the solution itself.
A dimension-reduced HJB-FP stochastic control formulation for joint day-ahead bidding and real-time battery operation in PV systems with storage.
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Nonlocal Approximation Principle for Entropy Solutions of Scalar Conservation Laws
Entropy solutions of scalar conservation laws are recovered as weak-star limits of nonlocal approximations with averaged fluxes via Hamilton-Jacobi stability.
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Path-dependent Hamilton--Jacobi equations: Uniqueness results for viscosity solutions defined via families of compact sets
Uniqueness holds for continuous viscosity solutions of path-dependent HJ equations when the Hamiltonian is continuous and locally Lipschitz in the functional variable, either with sublinear growth in the gradient or with an added local Lipschitz condition on the solution itself.
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State constrained stochastic optimal control of a PV system with battery storage via Fokker-Planck and Hamilton-Jacobi-Bellman equations
A dimension-reduced HJB-FP stochastic control formulation for joint day-ahead bidding and real-time battery operation in PV systems with storage.