Abstract:
We develop a discrete analogue of Hamilton-Jacobi theory in the framework of discrete Hamiltonian mechanics. The resulting discrete Hamilton-Jacobi equation is discrete only in time. We describe a discrete analogue of Jacobi's solution and also prove a discrete version of the geometric Hamilton-Jacobi theorem. The theory applied to discrete linear Hamiltonian systems yields the discrete Riccati equation as a special case of the discrete Hamilton-Jacobi equation. We also apply the theory to discrete optimal control problems, and recover some well-known results, such as the Bellman equation (discrete-time HJB equation) of dynamic programming and its relation to the costate variable in the Pontryagin maximum principle. This relationship between the discrete Hamilton-Jacobi equation and Bellman equation is exploited to derive a generalized form of the Bellman equation that has controls at internal stages.

Abstract:
We extend some aspects of the Hamilton-Jacobi theory to the category of stochastic Hamiltonian dynamical systems. More specifically, we show that the stochastic action satisfies the Hamilton-Jacobi equation when, as in the classical situation, it is written as a function of the configuration space using a regular Lagrangian submanifold. Additionally, we will use a variation of the Hamilton-Jacobi equation to characterize the generating functions of one-parameter groups of symplectomorphisms that allow to rewrite a given stochastic Hamiltonian system in a form whose solutions are very easy to find; this result recovers in the stochastic context the classical solution method by reduction to the equilibrium of a Hamiltonian system.

Abstract:
The nontrivial transformation of the phase space path integral measure under certain discretized analogues of canonical transformations is computed. This Jacobian is used to derive a quantum analogue of the Hamilton-Jacobi equation for the generating function of a canonical transformation that maps any quantum system to a system with a vanishing Hamiltonian. A formal perturbative solution of the quantum Hamilton-Jacobi equation is given.

Abstract:
The interplay between the Hamilton-Jacobi theory of orthogonal separation of variables and the theory of group actions is investigated based on concrete examples.

Abstract:
The interplay between the Hamilton-Jacobi theory of orthogonal separation of variables and the theory of group actions is investigated based on concrete examples.

Abstract:
We intend to analyse the constraint structure of Teleparallelism employing the Hamilton-Jacobi formalism for singular systems. This study is conducted without using an ADM 3+1 decomposition and without fixing time gauge condition. It can be verified that the field equations constitute an integrable system.

Abstract:
Employing a suitable nonlinear Lagrange functional, we derive generalized Hamilton-Jacobi equations for dynamical systems subject to linear velocity constraints. As long as a solution of the generalized Hamilton-Jacobi equation exists, the action is actually minimized (not just extremized).

Abstract:
Recently, M. de Le\'on el al. ([9]) have developed a geometric Hamilton-Jacobi theory for Classical Field Theories in the setting of multisymplectic geometry. Our purpose in the current paper is to establish the corresponding Hamilton-Jacobi theory in the Cauchy data space, and relate both approaches.