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Representation of convex Hamilton-Jacobi equations in optimal control theory

2015/07/06 by Arkadiusz Misztela, Misztela, Arkadiusz
Computer Science · Mathematics · #FOS: Mathematics #Geometric Analysis and Curvature Flows #Nonlinear Partial Differential Equations #Optimization and Control (math.OC) #Optimization and Variational Analysis #math.OC

paper · pdf · doi:10.48550/arxiv.1507.01424

arxiv created 2015/07/06 · openalex publication_date 2015/07/06 · arxiv updated 2015/07/07 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

In the paper we study the following problem: given a Hamilton-Jacobi equation where the Hamiltonian is convex with respect to the last variable, are there any optimal control problems representing it? In other words, we search for an appropriately regular dynamics and a Lagrangian that represents the Hamiltonian with given properties. This problem was lately researched by Frankowska-Sedrakyan (2014) and Rampazzo (2005). We introduce a new method to construct a representation of a wide class of Hamiltonians, wider than it was achieved before. Actually, we get two types of representations: with compact and noncompact control set, depending on regularity of the Hamiltonian. We conclude the paper by proving the stability of representations.

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