The study of evolutionary dynamics has increasingly drawn upon sophisticated mathematical frameworks to model the adaptive processes of populations. In recent decades, Hamilton-Jacobi equations have ...

This is a preview. Log in through your library . Abstract We introduce two types of finite difference methods to compute the L-solution and the proper viscosity solution recently proposed by the ...

Without resorting to dynamic programming, we determine the decumulation strategy for the holder of a defined contribution pension plan. We formulate this as a constrained stochastic optimal control ...

We develop a family of fast methods for approximating the solutions to a wide class of static Hamilton-Jacobi PDEs; these fast methods include both semi-Lagrangian and fully Eulerian versions.