When Hamiltonians are nonsmooth, we define viscosity solutions of the Aronsson equation and prove that value functions of the corresponding deterministic optimal control problems are solutions if they are bilateral viscosity solutions of the Hamilton-Jacobi-Bellman equation. We characterize such a property in several ways, in particular it follows that a value function which is an absolute minimizer is a bilateral viscosity solution of the HJB equation and these two properties are often equivalent. We also determine that bilateral solutions of HJB equations are unique among absolute minimizers with prescribed boundary conditions
We study viscosity solutions of Hamilton-Jacobi equations that arise in optimal control problems wit...
We study a class of Hamilton-Jacobi-Bellman #HJB# equations associated to stochastic optimal control...
The purpose of this paper is to describe the application of the notion of viscosity solutions to sol...
We define viscosity solutions of the Aronsson equation arising from Hamilton-Jacobi eikonal equation...
This paper studies viscosity solutions of two sets of linearly coupled Hamilton-Jacobi-Bellman (HJB...
We study the Hamilton-Jacobi-Bellman equation for undiscounted exit time optimal control problems fo...
AbstractWe study Hamilton-Jacobi equations with an unbounded term in Hilbert spaces. We introduce a ...
We introduce a Boundary Value Problem, (BVP), for a class of Hamilton– Jacobi–Bellman equations with...
AbstractLet A = −Δ with domain H10(Ω)∩H2(Ω) where Ω is open, smooth, and bounded. Run the state equa...
The value function of Mayer’s problem arising in optimal control is investigated, and lower semicont...
The relationship between optimal control problems and Hamilton-Jacobi-Bellman equations is well know...
International audienceThe paper concerns the infinite-dimensional Hamilton–Jacobi–Bellman equation r...
The paper deals with deterministic optimal control problems with state constraints and non-linear dy...
International audienceFor non-convex Hamiltonians, the viscosity solution and the more geometric min...
We consider the optimal control of solutions of first order Hamilton-Jacobi equations, where the Ham...
We study viscosity solutions of Hamilton-Jacobi equations that arise in optimal control problems wit...
We study a class of Hamilton-Jacobi-Bellman #HJB# equations associated to stochastic optimal control...
The purpose of this paper is to describe the application of the notion of viscosity solutions to sol...
We define viscosity solutions of the Aronsson equation arising from Hamilton-Jacobi eikonal equation...
This paper studies viscosity solutions of two sets of linearly coupled Hamilton-Jacobi-Bellman (HJB...
We study the Hamilton-Jacobi-Bellman equation for undiscounted exit time optimal control problems fo...
AbstractWe study Hamilton-Jacobi equations with an unbounded term in Hilbert spaces. We introduce a ...
We introduce a Boundary Value Problem, (BVP), for a class of Hamilton– Jacobi–Bellman equations with...
AbstractLet A = −Δ with domain H10(Ω)∩H2(Ω) where Ω is open, smooth, and bounded. Run the state equa...
The value function of Mayer’s problem arising in optimal control is investigated, and lower semicont...
The relationship between optimal control problems and Hamilton-Jacobi-Bellman equations is well know...
International audienceThe paper concerns the infinite-dimensional Hamilton–Jacobi–Bellman equation r...
The paper deals with deterministic optimal control problems with state constraints and non-linear dy...
International audienceFor non-convex Hamiltonians, the viscosity solution and the more geometric min...
We consider the optimal control of solutions of first order Hamilton-Jacobi equations, where the Ham...
We study viscosity solutions of Hamilton-Jacobi equations that arise in optimal control problems wit...
We study a class of Hamilton-Jacobi-Bellman #HJB# equations associated to stochastic optimal control...
The purpose of this paper is to describe the application of the notion of viscosity solutions to sol...