Reduction of lower semicontinuous solutions of Hamilton-Jacobi-Bellman equations
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Publication:5097301
convex analysisHamilton-Jacobi equationsnonsmooth analysisviscosity solutionsset-valued analysisoptimal control theory
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)
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.
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