Optimality principles and uniqueness for Bellman equations of unbounded control problems with discontinuous running cost

DOI10.1007/S00030-004-1058-9zbMath1053.49026OpenAlexW2044917762MaRDI QIDQ1884680

Mauro Garavello, Pierpaolo Soravia

Publication date: 5 November 2004

Published in: NoDEA. Nonlinear Differential Equations and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00030-004-1058-9

zbMATH Keywords

Hamilton-Jacobi equationsdiscontinuous Lagrangian

Mathematics Subject Classification ID

Existence theories for free problems in two or more independent variables (49J10) Nonlinear first-order PDEs (35F20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Optimality conditions for problems involving ordinary differential equations (49K15)

Related Items (10)

Maximal generalized solutions of Hamilton-Jacobi equations ⋮ Representation formulas for solutions of the HJI equations with discontinuous coefficients and existence of value in differential games ⋮ (Almost) everything you always wanted to know about deterministic control problems in stratified domains ⋮ The vanishing viscosity limit for a system of H-J equations related to a debt management problem ⋮ Flux-limited and classical viscosity solutions for regional control problems ⋮ Maximal generalized solution of eikonal equation ⋮ Unnamed Item ⋮ Degenerate Eikonal equations with discontinuous refraction index ⋮ Convergent semi-explicit scheme to a non-linear eikonal system ⋮ Asymptotic problems in optimal control with a vanishing Lagrangian and unbounded data

This page was built for publication: Optimality principles and uniqueness for Bellman equations of unbounded control problems with discontinuous running cost