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Transmission conditions on interfaces for Hamilton-Jacobi-Bellman equations

  • Austrian Academy of Sciences
  • University of Rome

Résultats de recherche: Contribution à un journalArticleRevue par des pairs

15 Citations (Scopus)

Résumé

We establish a comparison principle for a Hamilton-Jacobi-Bellman equation, more appropriately a system, related to an infinite horizon problem in presence of an interface. Namely a low dimensional subset of the state variable space where discontinuities in controlled dynamics and costs take place. Since corresponding Hamiltonians, at least for the subsolution part, do not enjoy any semicontinuity property, the comparison argument is rather based on a separation principle of the controlled dynamics across the interface. For this, we essentially use the notion of ε-partition and minimal ε-partition for intervals of definition of an integral trajectory.

langue originaleAnglais
Pages (de - à)3978-4014
Nombre de pages37
journalJournal of Differential Equations
Volume257
Numéro de publication11
Les DOIs
étatPublié - 1 déc. 2014

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