Turnpike theorem and the Hamilton-Jacobi equation

被引：3

作者：

Rapaport, A

Cartigny, P

机构：

[1] Inst Natl Rech Agron, Lab Anal Syst & Biometrie, F-34060 Montpellier, France

[2] Univ Mediterranee, GREQAM, F-13002 Marseille, France

来源：

COMPTES RENDUS MATHEMATIQUE | 2002年 / 335卷 / 12期

关键词：

D O I：

10.1016/S1631-073X(02)02613-4

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

For a problem of calculus of variations in infinite horizon, linear with respect to the derivative, we use the viscosity solutions theory to obtain a unique characterization of the value function by an Hamilton-Jacobi equation. This approach allows to extend in the scalar case a known result of turnpike property. (C) 2002 Academie des sciences/Editions scientifiques et medicales Elsevier SAS.

引用

页码：1091 / 1094

页数：4

共 13 条

[1]

Barles G., 1994, Solutions de viscosite des equations de Hamilton-Jacobi, V17

[2]

Bell D.J., 1975, SINGULAR OPTIMAL CON

[3] Optimality in infinite-horizon variational problems under sign conditions [J].