The value function representing Hamilton-Jacobi equation with Hamiltonian depending on value of solution

DOI10.1051/COCV/2013083zbMATH Open1306.49042OpenAlexW1987783698MaRDI QIDQ5495489FDOQ5495489

Authors: Arkadiusz Misztela 

Publication date: 4 August 2014

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

Full work available at URL: https://doi.org/10.1051/cocv/2013083

Recommendations

• Value functions for certain class of Hamilton Jacobi equations
• Hamilton–Jacobi equations with their Hamiltonians depending Lipschitz continuously on the unknown
• On viscosity solutions of the Hamilton-Jacobi equation
• Extended Hamilton--Jacobi Characterization of Value Functions in Optimal Control
• Stable representation of convex Hamiltonians

zbMATH Keywords

nonsmooth analysisoptimal controlviscosity solutionHamilton-Jacobi equationviability theory

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Regularity of solutions in optimal control (49N60) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Cited In (7)

• Representation of Hamilton-Jacobi equation in optimal control theory with unbounded control set
• Reduction of lower semicontinuous solutions of Hamilton-Jacobi-Bellman equations
• An initial condition reconstruction in Hamilton-Jacobi equations
• Envelope viscosity solutions of first- and second-order PDEs with \(u\)-dependence
• On nonuniqueness of solutions of Hamilton-Jacobi-Bellman equations
• Path-dependent Hamilton-Jacobi equations with super-quadratic growth in the gradient and the vanishing viscosity method
• When present value equals the change in the Hamiltonian

This page was built for publication: The value function representing Hamilton-Jacobi equation with Hamiltonian depending on value of solution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5495489)