Volume 26, 2020
|Number of page(s)||35|
|Published online||22 September 2020|
Solutions to the Hamilton-Jacobi equation for Bolza problems with discontinuous time dependent data
Laboratoire de Mathématiques, Université de Bretagne Occidentale,
6 Avenue Victor Le Gorgeu,
* Corresponding author: email@example.com
Accepted: 23 June 2019
We consider a class of optimal control problems in which the cost to minimize comprises both a final cost and an integral term, and the data can be discontinuous with respect to the time variable in the following sense: they are continuous w.r.t. t on a set of full measure and have everywhere left and right limits. For this class of Bolza problems, employing techniques coming from viability theory, we give characterizations of the value function as the unique generalized solution to the corresponding Hamilton-Jacobi equation in the class of lower semicontinuous functions: if the final cost term is extended valued, the generalized solution to the Hamilton-Jacobi equation involves the concepts of lower Dini derivative and the proximal normal vectors; if the final cost term is a locally bounded lower semicontinuous function, then we can show that this has an equivalent characterization in a viscosity sense.
Mathematics Subject Classification: 49J15 / 49J21 / 49L20
Key words: Hamilton-Jacobi equation / discontinuous data / value function
© The authors. Published by EDP Sciences, SMAI 2020
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