Transmission conditions on interfaces for Hamilton-Jacobi-Bellman equations

DOI10.1016/J.JDE.2014.07.015zbMATH Open1298.49043OpenAlexW1972272978MaRDI QIDQ743885FDOQ743885

Authors: D. Kharzeev 

Publication date: 1 October 2014

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jde.2014.07.015

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zbMATH Keywords

comparison principleHamilton-Jacobi equationsoptimal controlviscosity solutionsdifferential inclusiondynamic programming principlediscontinuous dynamics and cost

Mathematics Subject Classification ID

Ordinary differential inclusions (34A60) Comparison principles in context of PDEs (35B51) Hamilton-Jacobi equations (35F21) Existence theories for optimal control problems involving relations other than differential equations (49J21) Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Cites Work

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Cited In (16)

• Quasi-convex Hamilton-Jacobi equations posed on junctions: the multi-dimensional case
• A general comparison principle for Hamilton Jacobi Bellman equations on stratified domains
• Value function for regional control problems via dynamic programming and Pontryagin maximum principle
• Junction conditions for finite horizon optimal control problems on multi-domains with continuous and discontinuous solutions
• Approximation of the Value Function for Optimal Control Problems on Stratified Domains
• Discontinuous solutions of Hamilton-Jacobi equations on networks
• Infinite horizon problems on stratifiable state-constraints sets
• (Almost) everything you always wanted to know about deterministic control problems in stratified domains
• Flux-limited solutions and state constraints for quasi-convex Hamilton-Jacobi equations in multidimensional domains
• Global results for eikonal Hamilton-Jacobi equations on networks
• Effective transmission conditions for Hamilton-Jacobi equations defined on two domains separated by an oscillatory interface
• Nonconvex coercive Hamilton-Jacobi equations: Guerand's relaxation revisited
• Hamilton-Jacobi equations for optimal control on junctions and networks
• Hybrid thermostatic approximations of junctions for some optimal control problems on networks
• The vanishing viscosity limit for a system of H-J equations related to a debt management problem
• A piecewise deterministic Markov toy model for traffic/maintenance and associated Hamilton-Jacobi integrodifferential systems on networks

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