Reduction of lower semicontinuous solutions of Hamilton-Jacobi-Bellman equations

DOI10.1051/COCV/2022051zbMATH Open1497.49024arXiv2108.04905OpenAlexW3190824213WikidataQ114011428 ScholiaQ114011428MaRDI QIDQ5097301FDOQ5097301

Authors: Arkadiusz Misztela 

Publication date: 23 August 2022

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

Abstract: This article is devoted to the study of lower semicontinuous solutions of Hamilton-Jacobi equations with convex Hamiltonians in a gradient variable. Such Hamiltonians appear in the optimal control theory. We present a necessary and sufficient condition for a reduction of a Hamiltonian satisfying optimality conditions to the case when the Hamiltonian is positively homogeneous and also satisfies optimality conditions. It allows us to reduce some uniqueness problems of lower semicontinuous solutions to Barron-Jensen and Frankowska theorems. For Hamiltonians, which cannot be reduced in that way, we prove the new existence and uniqueness theorems.

Full work available at URL: https://arxiv.org/abs/2108.04905

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zbMATH Keywords

convex analysisHamilton-Jacobi equationsnonsmooth analysisviscosity solutionsset-valued analysisoptimal control theory

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Viscosity solutions to PDEs (35D40) Hamilton-Jacobi equations (35F21) PDEs in connection with control and optimization (35Q93) Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Hamilton-Jacobi equations in optimal control and differential games (49L12)

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Cited In (1)

• Lower Semicontinuous Solutions of Hamilton–Jacobi–Bellman Equations

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