We study discounted Hamilton-Jacobi equations on networks, without putting any restriction on their geometry. Assuming the Hamiltonians are continuous and coercive, we establish a comparison principle ...

Optimal control theory provides a rigorous mathematical framework for determining control policies that guide dynamical systems towards a desired performance, often by minimising an associated cost ...

This is a preview. Log in through your library . Abstract The Cauchy problem for a nonlinear functional differential equation is considered. A theorem on the existence of classical solutions defined ...

We present efficient partial differential equation (PDE) methods for continuous-time mean-variance portfolio allocation problems when the underlying risky asset follows a stochastic volatility process ...