Viscosity Solutions of HJB Equations with Unbounded Data and Characteristic Points
Journal Article
·
· Applied Mathematics and Optimization
- Dipartimento di Matematica Pura e Applicata, Universita di Padova, via Belzoni 7, 35131 Padova (Italy)
We study a class of infinite horizon and exit-time control problems for nonlinear systems with unbounded data using the dynamic programming approach. We prove local optimality principles for viscosity super- and subsolutions of degenerate Hamilton-Jacobi equations in a very general setting. We apply these results to characterize the (possibly multiple) discontinuous solutions of Dirichlet and free boundary value problems as suitable value functions for the above-mentioned control problems.
- OSTI ID:
- 21067464
- Journal Information:
- Applied Mathematics and Optimization, Vol. 49, Issue 1; Other Information: DOI: 10.1007/s00245-003-0777-3; Copyright (c) 2003 Springer-Verlag; www.springer-ny.com; Country of input: International Atomic Energy Agency (IAEA); ISSN 0095-4616
- Country of Publication:
- United States
- Language:
- English
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