Solutions to the Hamilton-Jacobi equation for state constrained Bolza problems with discontinuous time dependence

DOI10.1016/J.JDE.2022.09.023MaRDI QIDQ2109375zbMATH OpenOpenAlexFDO

Authors Julien Bernis, Piernicola Bettiol, Richard B. Vinter

Publication date 21 December 2022

Published in Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jde.2022.09.023

zbMATH Keywords

differential inclusionsoptimal controlstate constraintsHamilton Jacobi equationlower Dini derivative type solutionsmacro-economicsproximal solutions

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Hamilton-Jacobi equations (35F21) Hamilton-Jacobi equations in optimal control and differential games (49L12)

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Cites work

• scientific article; zbMATH DE number 1113627 (Why is no real title available?)
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• On trajectories satisfying a state constraint: \(W^{1,1}\) estimates and counterexamples
• Optimal control
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• Optimal control of a growth/consumption model
• Set-valued analysis
• Solutions to the Hamilton-Jacobi equation for Bolza problems with discontinuous time dependent data
• The Hamilton Jacobi equation for optimal control problems with discontinuous time dependence
• Trajectories of differential inclusions with state constraints
• \(L^{\infty }\) estimates on trajectories confined to a closed subset, for control systems with bounded time variation

Cited in

(5)

• Solutions to the Hamilton-Jacobi Equation for Bolza Problems with State Constraints and Discontinuous Time Dependent Data
• The Hamilton Jacobi equation for optimal control problems with discontinuous time dependence
• Solutions to the Hamilton-Jacobi equation for Bolza problems with discontinuous time dependent data
• Discontinuous solutions of Hamilton-Jacobi-Bellman equation under state constraints
• scientific article; zbMATH DE number 7733433 (Why is no real title available?)

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