Value functions for Bolza problems with discontinuous lagrangians and Hamilton-Jacobi inequalities
Gianni Dal Maso, Hélène Frankowska (2000)
ESAIM: Control, Optimisation and Calculus of Variations
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Gianni Dal Maso, Hélène Frankowska (2000)
ESAIM: Control, Optimisation and Calculus of Variations
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Hitoshi Ishii (2008)
Annales de l'I.H.P. Analyse non linéaire
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P. Cannarsa, L. Rifford (2008)
Annales de l'I.H.P. Analyse non linéaire
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Maciej Zworski (2004-2005)
Séminaire Équations aux dérivées partielles
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Michael Malisoff (2001)
ESAIM: Control, Optimisation and Calculus of Variations
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We study the Bellman equation for undiscounted exit time optimal control problems with fully nonlinear lagrangians and fully nonlinear dynamics using the dynamic programming approach. We allow problems whose non-Lipschitz dynamics admit more than one solution trajectory for some choices of open loop controls and initial positions. We prove a uniqueness theorem which characterizes the value functions of these problems as the unique viscosity solutions of the corresponding Bellman equations...