Optimality principles and uniqueness for Bellman equations of unbounded control problems with discontinuous running cost

被引:18
作者
Garavello, M
Soravia, P
机构
[1] SISSA, I-34014 Trieste, Italy
[2] Univ Padua, Dipartimento Matemat Pura & Applicata, I-35131 Padua, Italy
来源
NODEA-NONLINEAR DIFFERENTIAL EQUATIONS AND APPLICATIONS | 2004年 / 11卷 / 03期
关键词
optimal control; viscosity solutions; discontinuous coefficients; calculus of variations; principles of optimality;
D O I
10.1007/s00030-004-1058-9
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
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.
引用
收藏
页码:271 / 298
页数:28
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