Optimal control of first-order Hamilton-Jacobi equations with linearly bounded Hamiltonian

DOI10.1007/S00245-014-9239-3zbMATH Open1305.49035arXiv1309.7189OpenAlexW2136949344MaRDI QIDQ486237FDOQ486237

Authors: Yong-Cai Geng, Sumit K. Garg 

Publication date: 14 January 2015

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Abstract: We consider the optimal control of solutions of first order Hamilton-Jacobi equations, where the Hamiltonian is convex with linear growth. This models the problem of steering the propagation of a front by constructing an obstacle. We prove existence of minimizers to this optimization problem as in a relaxed setting and characterize the minimizers as weak solutions to a mean field game type system of coupled partial differential equations. Furthermore, we prove existence and partial uniqueness of weak solutions to the PDE system. An interpretation in terms of mean field games is also discussed. Keywords: Hamilton-Jacobi equations, optimal control, nonlinear PDE, viscosity solutions, front propagation, mean field games

Full work available at URL: https://arxiv.org/abs/1309.7189

Recommendations

• scientific article; zbMATH DE number 1907948
• Regular solutions of first-order Hamilton-Jacobi equations for boundary control problems and applications to economics
• Some results on non-linear optimal control problems and Hamilton-Jacobi equations in infinite dimensions
• Optimal control theory to analysis of nonlinear PDE's of the 1-st order
• Optimal control of the propagation of a graph in inhomogeneous media

zbMATH Keywords

Hamilton-Jacobi equationsmean field gamesoptimal controlviscosity solutionsnonlinear PDEfront propagation

Mathematics Subject Classification ID

Weak solutions to PDEs (35D30) Existence theories for optimal control problems involving partial differential equations (49J20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Cites Work

• Le problème de Dirichlet pour les équations elliptiques du second ordre à coefficients discontinus
• Mean field games
• Reachability and Minimal Times for State Constrained Nonlinear Problems without Any Controllability Assumption
• Title not available (Why is that?)
• Title not available (Why is that?)
• Existence, uniqueness, stability and differentiability properties of the flow associated to weakly differentiable vector fields
• Mean field games. I: The stationary case
• Mean field games. II: Finite horizon and optimal control
• On the equivalence of viscosity solutions and weak solutions for a quasi-linear equation
• An Extension of Skorohod's Almost Sure Representation Theorem
• Weak convergence of completely additive vector functions on a set
• Geodesics for a class of distances in the space of probability measures
• Title not available (Why is that?)
• A general Hamilton-Jacobi framework for non-linear state-constrained control problems
• A General Chain Rule for Distributional Derivatives
• The minimum speed for a blocking problem on the half plane
• Differential inclusions and the control of forest fires
• Equivalent formulation and numerical analysis of a fire confinement problem
• BLOCKING STRATEGIES FOR A FIRE CONTROL PROBLEM
• Existence of optimal strategies for a fire confinement problem
• Integrals of subharmonic functions on manifolds of nonnegative curvature
• Hölder Continuity to Hamilton-Jacobi Equations with Superquadratic Growth in the Gradient and Unbounded Right-hand Side
• Hamilton-Jacobi equations with obstacles

Cited In (13)

• A variational approach to second order mean field games with density constraints: the stationary case
• A mean field game model for the evolution of cities
• Title not available (Why is that?)
• A variational approach to first order kinetic mean field games with local couplings
• Lecture notes on variational mean field games
• First order mean field games with density constraints: pressure equals price
• Second order mean field games with degenerate diffusion and local coupling
• Augmented Lagrangian methods for transport optimization, mean field games and degenerate elliptic equations
• The variational structure and time-periodic solutions for mean-field games systems
• Classical and weak solutions to local first-order mean field games through elliptic regularity
• Mean field games systems of first order
• Linear quadratic mean field type control and mean field games with common noise, with application to production of an exhaustible resource
• Optimal control of the propagation of a graph in inhomogeneous media

This page was built for publication: Optimal control of first-order Hamilton-Jacobi equations with linearly bounded Hamiltonian

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q486237)