Regular Solutions of First-Order Hamilton-Jacobi Equations for Boundary Control Problems and Applications to Economics
Journal Article
·
· Applied Mathematics and Optimization
- Dipartimento di Matematica, Universita di Pisa, Via F. Buonarroti 2, I-56127 Pisa (Italy)
This is the first of two papers regarding a family of linear convex control problems in Hilbert spaces and the related Hamilton-Jacobi-Bellman equations. The framework is motivated by an application to boundary control of a PDE modeling investments with vintage capital. Existence and uniqueness of a strong solution (namely, the limit of classic solutions of approximating equations, introduced by Barbu and DaPrato) is investigated. Moreover, such a solution is proved to be C{sup 1} in the space variable.
- OSTI ID:
- 21067448
- Journal Information:
- Applied Mathematics and Optimization, Journal Name: Applied Mathematics and Optimization Journal Issue: 2 Vol. 51; ISSN 0095-4616
- Country of Publication:
- United States
- Language:
- English
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