English

Representation of Hamilton-Jacobi equation in optimal control theory with compact control set

Optimization and Control 2021-08-12 v2

Abstract

In this paper we study the existence of sufficiently regular representations of Hamilton-Jacobi equations in optimal control theory with the compact control set. We introduce a new method to construct representations for a wide class of Hamiltonians, wider than it was achieved before. Our result is proved by means of these conditions on Hamiltonian that are necessary for the existence of a representation. In particular, we solve an open problem of Rampazzo (2005). We apply the obtained results to reduce a variational problem to an optimal control problem.

Keywords

Cite

@article{arxiv.1804.04501,
  title  = {Representation of Hamilton-Jacobi equation in optimal control theory with compact control set},
  author = {Arkadiusz Misztela},
  journal= {arXiv preprint arXiv:1804.04501},
  year   = {2021}
}

Comments

arXiv admin note: substantial text overlap with arXiv:1507.01424