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

DOI10.1051/COCV/2013083MaRDI QIDQ5495489zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Hamilton-Jacobi equationnonsmooth analysisoptimal controlviability theoryviscosity solution

Mathematics Subject Classification ID

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

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Cited in

(8)

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

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