MS1 Hamilton-Jacobi Equations and Applications (Part I of III)

Thursday, May 7

Hamilton-Jacobi Equations and Applications (Part I of III)

10:30 AM-12:30 PM
Salon D

Hamilton-Jacobi (-Bellman, -Issacs) equations arise in many applications ranging from classical mechanics to contemporary problems of control. Singularities, discontinuities and constraints are often inherent features of these applications. Contemporary methods are making HJ equations increasingly effective in addressing these features. The speakers in this minisymposium will describe current developments in two categories. One is applications, primarily to control, perturbation or stability problems for stochastic or deterministic systems. The second is the "structural" properties of HJ equations: the role of state constraints, special features in infinite dimensions, the nature of singularities, discontinuous solutions, and numerical approaches.

See Part II, MS21 and Part III, MS30

Organizers: Martin Day and Joseph A. Ball
Virginia Polytechnic Institute and State University

10:30 A Semiconcavity Result for the Value Function of Optimal Exit Time Problems, with Applications
Cinzia Altobeli, Citta Universitaria, Italy; Piermarco Cannarsa and Carlo Sinestrari, Universitá degli Studi di Roma "Tor Vergata", Italy
11:00 The Converse Lyapunov Theorem and Viscosity Solutions
E. N. Barron and R. Jensen, Loyola University
11:30 Invariant Sets for Controlled Systems Involving Diffusions or Deterministic Noise
Martino Bardi, Universitá degli Studi di Padova, Italy
12:00 Boundary Value Problems for Hamilton-Jacobi-Bellman Equations in Hilbert Spaces and Exit Time Problems for Infinite Dimensional Stochastic Systems
Andrzej Swiech, Georgia Institute of Technology

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MMD, 5/5/98