Regular solutions of first-order Hamilton-Jacobi equations for boundary control problems and applications to economics (Q2386415): Difference between revisions
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Revision as of 07:57, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regular solutions of first-order Hamilton-Jacobi equations for boundary control problems and applications to economics |
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Regular solutions of first-order Hamilton-Jacobi equations for boundary control problems and applications to economics (English)
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23 August 2005
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The author presents an existence and uniqueness result for the (strong) solution of a Hamilton-Jacobi-Bellman equation related to a linear convex boundary control problem in a Hilbert space. The (technically involved) proof is obtained via approximation of the equation by suitable families of auxiliary equations, the so-called mild equations and gradient equations. For these families of equations existence and uniqueness of classical solutions are established.
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boundary control of PDEs, Hamilton-Jacobi-Bellman equation
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approximation
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