Displaying similar documents to “Value functions for Bolza problems with discontinuous lagrangians and Hamilton-Jacobi inequalities”

Viscosity solutions of the Bellman equation for exit time optimal control problems with non-Lipschitz dynamics

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...

Homogenization of monotone systems of Hamilton-Jacobi equations

Fabio Camilli, Olivier Ley, Paola Loreti (2010)

ESAIM: Control, Optimisation and Calculus of Variations

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In this paper we study homogenization for a class of monotone systems of first-order time-dependent periodic Hamilton-Jacobi equations. We characterize the Hamiltonians of the limit problem by appropriate cell problems. Hence we show the uniform convergence of the solution of the oscillating systems to the bounded uniformly continuous solution of the homogenized system.

Regularity properties of the distance functions to conjugate and cut loci for viscosity solutions of Hamilton-Jacobi equations and applications in Riemannian geometry

Marco Castelpietra, Ludovic Rifford (2010)

ESAIM: Control, Optimisation and Calculus of Variations

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Given a continuous viscosity solution of a Dirichlet-type Hamilton-Jacobi equation, we show that the distance function to the conjugate locus which is associated to this problem is locally semiconcave on its domain. It allows us to provide a simple proof of the fact that the distance function to the cut locus associated to this problem is locally Lipschitz on its domain. This result, which was already an improvement of a previous one by Itoh and Tanaka [  (2001) 21–40], is due to Li...