On classical solutions and canonical transformations for Hamilton--Jacobi--Bellman equations
Optimization and Control
2025-04-10 v2 Analysis of PDEs
Abstract
In this note we show how canonical transformations reveal hidden convexity properties for deterministic optimal control problems, which in turn result in global existence of solutions to first order Hamilton--Jacobi--Bellman equations.
Cite
@article{arxiv.2403.05412,
title = {On classical solutions and canonical transformations for Hamilton--Jacobi--Bellman equations},
author = {Mohit Bansil and Alpár R. Mészáros},
journal= {arXiv preprint arXiv:2403.05412},
year = {2025}
}
Comments
10 pages; to appear in Bull. Lond. Math. Soc