Optimal control problems with upper semicontinuous Hamiltonians

DOI10.7151/DMDICO.1113MaRDI QIDQ5748161zbMATH OpenOpenAlexFDO

Authors Arkadiusz Misztela

Publication date 14 September 2010

Published in Discussiones Mathematicae. Differential Inclusions, Control and Optimization (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1507.01424

zbMATH Keywords

bilateral solutionBolza problemHamilton-Jacobi-Bellman equationmonotonic approximationsemicontinuous Hamiltonianviscosity solution

Mathematics Subject Classification ID

Optimality conditions for problems involving ordinary differential equations (49K15) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Stability problems for problems in Hamiltonian and Lagrangian mechanics (70H14) Hamilton-Jacobi equations in mechanics (70H20)

Abstract: In the paper we study the following problem: given a Hamilton-Jacobi equation where the Hamiltonian is convex with respect to the last variable, are there any optimal control problems representing it? In other words, we search for an appropriately regular dynamics and a Lagrangian that represents the Hamiltonian with given properties. This problem was lately researched by Frankowska-Sedrakyan (2014) and Rampazzo (2005). We introduce a new method to construct a representation of a wide class of Hamiltonians, wider than it was achieved before. Actually, we get two types of representations: with compact and noncompact control set, depending on regularity of the Hamiltonian. We conclude the paper by proving the stability of representations.

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