TITLE

On Aronsson Equation and Deterministic Optimal Control

AUTHOR(S)
Soravia, Pierpaolo
PUB. DATE
April 2009
SOURCE
Applied Mathematics & Optimization;Apr2009, Vol. 59 Issue 2, p175
SOURCE TYPE
Academic Journal
DOC. TYPE
Article
ABSTRACT
When Hamiltonians are nonsmooth, we define viscosity solutions of the Aronsson equation and prove that value functions of the corresponding deterministic optimal control problems are solutions if they are bilateral viscosity solutions of the Hamilton-Jacobi-Bellman equation. We characterize such a property in several ways, in particular it follows that a value function which is an absolute minimizer is a bilateral viscosity solution of the HJB equation and these two properties are often equivalent. We also determine that bilateral solutions of HJB equations are unique among absolute minimizers with prescribed boundary conditions.
ACCESSION #
36503012

 

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