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Representation of Weak Solutions of Convex Hamilton–Jacobi–Bellman Equations on Infinite Horizon
- Source :
- Journal of Optimization Theory and Applications. 187:370-390
- Publication Year :
- 2020
- Publisher :
- Springer Science and Business Media LLC, 2020.
-
Abstract
- In the present paper, it is provided a representation result for the weak solutions of a class of evolutionary Hamilton-Jacobi-Bellman equations on infinite horizon, with Hamiltonians measurable in time and fiber convex. Such Hamiltonians are associated with a - faithful - representation, namely involving two functions measurable in time and locally Lipschitz in the state and control. Our results concern the recovering of a representation of convex Hamiltonians under a relaxed assumption on the Fenchel transform of the Hamiltonian with respect to the fiber. We apply them to investigate the uniqueness of weak solutions, vanishing at infinity, of a class of time-dependent Hamilton-Jacobi-Bellman equations. Assuming a viability condition on the domain of the aforementioned Fenchel transform, these weak solutions are regarded as an appropriate value function of an infinite horizon control problem under state constraints.
- Subjects :
- 021103 operations research
Control and Optimization
Applied Mathematics
Mathematics::Optimization and Control
0211 other engineering and technologies
Regular polygon
010103 numerical & computational mathematics
02 engineering and technology
Management Science and Operations Research
Lipschitz continuity
01 natural sciences
Hamilton–Jacobi equation
Optimization and Control (math.OC)
Bellman equation
Theory of computation
FOS: Mathematics
Applied mathematics
Infinite horizon
Uniqueness
0101 mathematics
Mathematics - Optimization and Control
Hamiltonian (control theory)
Mathematics
Subjects
Details
- ISSN :
- 15732878 and 00223239
- Volume :
- 187
- Database :
- OpenAIRE
- Journal :
- Journal of Optimization Theory and Applications
- Accession number :
- edsair.doi.dedup.....8160b0036e5501b7fbda8a56de82119a