Duality and uniqueness of convex solutions to stationary Hamilton-Jacobi equations

DOI10.1090/S0002-9947-05-03817-1zbMath1057.49026OpenAlexW1561761036MaRDI QIDQ4654145

Rafal Goebel

Publication date: 1 March 2005

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9947-05-03817-1

zbMATH Keywords

optimal controldual probleminfinite horizonconcave-convex Hamiltonianstationary Hamilton-Jacobi equationconvex value function

Mathematics Subject Classification ID

Numerical methods involving duality (49M29) Dynamic programming in optimal control and differential games (49L20) Duality theory (optimization) (49N15)

Related Items (4)

Optimal control for pointwise asymptotic stability in a hybrid control system ⋮ Value functions and transversality conditions for infinite-horizon optimal control problems ⋮ A Characteristic Method for Fully Convex Bolza Problems over Arcs of Bounded Variation ⋮ Asymptotic problems in optimal control with a vanishing Lagrangian and unbounded data

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