Equivalent extensions of Hamilton-Jacobi-Bellman equations on hypersurfaces (Q2199690)

The authors give a new formulation for the computation of solutions of a class of Hamilton-Jacobi-Bellman (HJB) equations on smooth hypersurfaces. For the class of equations considered in the paper, the viscosity solution of the HJB equation is equivalent to the value function of a corresponding optimal control problem. The contribution of the paper includes a theory of how optimal control problem on surfaces can be extended to an equivalent problem defined in a narrow band of the surface. The main advantage of this approach is that for the computation of the solutions of HJB equations on surfaces one can use Cartesian grids and existing methods which solve HJB equations in Euclidean space. This framework gives a systematic way for solving HJB equations on the unstructured point clouds sampled from the surface.