We consider continuous-state and continuous-time control problems where the admissible trajectories of the system are constrained to remain on a network. In our setting, the value function is continuous. We define a notion of constrained viscosity solution of Hamilton-Jacobi equations on the network and we study related comparison principles. Under suitable assumptions, we prove in particular that the value function is the unique constrained viscosity solution of the Hamilton-Jacobi equation on the network.
Achdou, Y., Camilli, F., Cutri', A., Tchou, N. (2013). Hamilton-Jacobi equations constrained on networks. NODEA-NONLINEAR DIFFERENTIAL EQUATIONS AND APPLICATIONS, 20(3), 413-445 [10.1007/s00030-012-0158-1].
Hamilton-Jacobi equations constrained on networks
CUTRI', ALESSANDRA;
2013-01-01
Abstract
We consider continuous-state and continuous-time control problems where the admissible trajectories of the system are constrained to remain on a network. In our setting, the value function is continuous. We define a notion of constrained viscosity solution of Hamilton-Jacobi equations on the network and we study related comparison principles. Under suitable assumptions, we prove in particular that the value function is the unique constrained viscosity solution of the Hamilton-Jacobi equation on the network.| File | Dimensione | Formato | |
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(nodea-offprint)10.1007_s00030-012-0158-1.pdf
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