Value functions for Bolza problems with discontinuous Lagrangians and Hamilton-Jacobi inequalities

DOI10.1051/cocv:2000114zbMath0952.49024arXivmath/0006013OpenAlexW2087015944MaRDI QIDQ4504581

Hélène Frankowska, Gianni Dal Maso

Publication date: 25 September 2000

Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0006013

zbMATH Keywords

Hamilton-Jacobi equationsviscosity solutionsviability theoryBolza problemdiscontinuous Lagrangians

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Related Items (16)

Dynamic programming and Lagrange multipliers for active relaxation of resources in nonlinear non-equilibrium systems ⋮ Viscosity methods for large deviations estimates of multiscale stochastic processes ⋮ Time-Dependent Measurable Hamilton–Jacobi Equations ⋮ Path-Dependent Hamilton--Jacobi Equations with Super-Quadratic Growth in the Gradient and the Vanishing Viscosity Method ⋮ Representation of Hamilton-Jacobi equation in optimal control theory with unbounded control set ⋮ Reduction of lower semicontinuous solutions of Hamilton-Jacobi-Bellman equations ⋮ Junction conditions for finite horizon optimal control problems on multi-domains with continuous and discontinuous solutions ⋮ Uniqueness of the viscosity solution of a constrained Hamilton-Jacobi equation ⋮ Solutions to the Hamilton-Jacobi equation for Bolza problems with discontinuous time dependent data ⋮ From pointwise to local regularity for solutions of Hamilton-Jacobi equations ⋮ VISCOSITY SOLUTIONS OF HAMILTON–JACOBI EQUATIONS WITH DISCONTINUOUS COEFFICIENTS ⋮ Continuity of the Legendre–Fenchel transform for some variational convergences ⋮ On Lipschitz regularity of minimizers of a calculus of variations problem with non locally bounded Lagrangians ⋮ On nonuniqueness of solutions of Hamilton-Jacobi-Bellman equations ⋮ Existence and regularity of strict critical subsolutions in the stationary ergodic setting ⋮ Large deviations for some fast stochastic volatility models by viscosity methods

Cites Work

• Lipschitz regularity for minimizers of integral functionals with highly discontinuous integrands
• Optimal trajectories associated with a solution of the contingent Hamilton-Jacobi equation
• Weak lower semicontinuity of integral functionals
• Measurable viability theorems and the Hamilton-Jacobi-Bellman equation
• Integral functionals determined by their minima
• The Wazewski topological method for contingent equations
• A Survey of Viability Theory
• Semicontinuous Viscosity Solutions For Hamilton–Jacobi Equations With Convex Hamiltonians
• Viscosity Solutions of Hamilton-Jacobi Equations
• Integral representation of functionals defined on curves ofW^1,p
• Proximal Subgradients, Marginal Values, and Augmented Lagrangians in Nonconvex Optimization
• On Lower Semicontinuity of Integral Functionals. II
• Variational Analysis
• Extended Hamilton--Jacobi Characterization of Value Functions in Optimal Control
• Lower Semicontinuous Solutions of Hamilton–Jacobi–Bellman Equations
• Set-valued analysis
• Viability theory
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Value functions for Bolza problems with discontinuous Lagrangians and Hamilton-Jacobi inequalities