1. Approximation of an optimal value of a Bolza functional.
- Author
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Pustelnik, Jan
- Subjects
- *
HAMILTON-Jacobi equations , *APPROXIMATION theory , *OPTIMAL control theory , *BOLZA problem , *LIPSCHITZ spaces , *MATHEMATICAL inequalities , *PROBLEM solving - Abstract
In this article, we show that under reasonable assumptions every Lipschitz-continuous solution to a Hamilton–Jacobi inequality approximates witha prioriknown error the optimal value of a respective Bolza functional and that such approximation is stable. The solutions of Hamilton–Jacobi variational inequalities can be easily obtained by well-known numerical methods as approximate solutions of Hamilton–Jacobi equations resulting from related Bolza functionals. The main strength of this approach lies in the fact that both precise solution to the Hamilton–Jacobi PDE and the distance between that solution and its numerical approximation need not be known in order to solve the original Bolza problem. [ABSTRACT FROM PUBLISHER]
- Published
- 2013
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