We study viscosity solutions of Hamilton-Jacobi equations that arise in optimal control problems with unbounded controls and discontinuous Lagrangian. In our assumptions, the comparison principle will not hold, in general. We prove optimality principles that extend the scope of the results of [23] under very general assumptions, allowing unbounded controls. In particular, our results apply to calculus of variations problems under Tonelli type coercivity conditions. Optimality principles can be applied to obtain necessary and sufficient conditions for uniqueness in boundary value problems, and to characterize minimal and maximal solutions when uniqueness fails. We give examples of applications of our results in this direction
This manuscript aims to study finite horizon, first order Hamilton Jacobi Bellman (HJB) equations on...
This paper studies viscosity solutions of two sets of linearly coupled Hamilton-Jacobi-Bellman (HJB...
We establish a comparison principle for a Hamilton–Jacobi–Bellman equation, more appropriately a sys...
We study the Hamilton-Jacobi-Bellman equation for undiscounted exit time optimal control problems fo...
This work is devoted to the study of Hamilton-Jacobi-Bellman equations (HJBs) for a large class of u...
This study is a continuation of a work on uniqueness questions for viscosity solutions of Hamilton-J...
The relationship between optimal control problems and Hamilton-Jacobi-Bellman equations is well know...
We introduce a Boundary Value Problem, (BVP), for a class of Hamilton\u2013 Jacobi\u2013Bellman equa...
This manuscript aims to study finite horizon, first order Hamilton Jacobi Bellman equations on strat...
We establish uniqueness of viscosity solutions for some boundary value problems arising from stochas...
We consider general problems of optimal stochastic control and the associated Hamilton-Jacobi-Bellma...
In this paper we study the existence of optimal trajectories associated with a generalized solution ...
This book is a self-contained account of the theory of viscosity solutions for first-order partial d...
International audienceThis article is devoted to the Hamilton-Jacobi partial differential equation t...
In this paper we study the existence of optimal trajectories associated with a generalized solution ...
This manuscript aims to study finite horizon, first order Hamilton Jacobi Bellman (HJB) equations on...
This paper studies viscosity solutions of two sets of linearly coupled Hamilton-Jacobi-Bellman (HJB...
We establish a comparison principle for a Hamilton–Jacobi–Bellman equation, more appropriately a sys...
We study the Hamilton-Jacobi-Bellman equation for undiscounted exit time optimal control problems fo...
This work is devoted to the study of Hamilton-Jacobi-Bellman equations (HJBs) for a large class of u...
This study is a continuation of a work on uniqueness questions for viscosity solutions of Hamilton-J...
The relationship between optimal control problems and Hamilton-Jacobi-Bellman equations is well know...
We introduce a Boundary Value Problem, (BVP), for a class of Hamilton\u2013 Jacobi\u2013Bellman equa...
This manuscript aims to study finite horizon, first order Hamilton Jacobi Bellman equations on strat...
We establish uniqueness of viscosity solutions for some boundary value problems arising from stochas...
We consider general problems of optimal stochastic control and the associated Hamilton-Jacobi-Bellma...
In this paper we study the existence of optimal trajectories associated with a generalized solution ...
This book is a self-contained account of the theory of viscosity solutions for first-order partial d...
International audienceThis article is devoted to the Hamilton-Jacobi partial differential equation t...
In this paper we study the existence of optimal trajectories associated with a generalized solution ...
This manuscript aims to study finite horizon, first order Hamilton Jacobi Bellman (HJB) equations on...
This paper studies viscosity solutions of two sets of linearly coupled Hamilton-Jacobi-Bellman (HJB...
We establish a comparison principle for a Hamilton–Jacobi–Bellman equation, more appropriately a sys...