Optimality principles and uniqueness for Bellman equations of unbounded control problems with discontinuous running cost (Q1884680)
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English | Optimality principles and uniqueness for Bellman equations of unbounded control problems with discontinuous running cost |
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Optimality principles and uniqueness for Bellman equations of unbounded control problems with discontinuous running cost (English)
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5 November 2004
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Viscosity solutions of Hamilton-Jacobi equations that arise in optimal control problems with unbounded controls and discontinuous Lagrangian are studied. Under general assumptions, allowing unbounded controls, the authors derive optimality principles, which can be applied to obtain necessary and sufficient conditions for uniqueness in boundary value problems and to characterize minimal and maximal solutions when uniqueness fails.
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Hamilton-Jacobi equations
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discontinuous Lagrangian
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