Value functions for Bolza problems with discontinuous Lagrangians and Hamilton-Jacobi inequalities
Gianni Dal Maso, Hélène Frankowska (2010)
ESAIM: Control, Optimisation and Calculus of Variations
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We investigate the value function of the Bolza problem of the Calculus of Variations with a lower semicontinuous Lagrangian and a final cost , and show that it is locally Lipschitz for whenever is locally bounded. It also satisfies Hamilton-Jacobi inequalities in a generalized sense. When the Lagrangian is continuous, then the value function is the unique lower semicontinuous solution to the corresponding Hamilton-Jacobi equation, while for discontinuous Lagrangian we characterize...