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On Aronsson Equation and Deterministic Optimal Control

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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.

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Authors and Affiliations

  1. Dipartimento di Matematica Pura e Applicata, Università di Padova, via Trieste 63, 35121, Padova, Italy

    Pierpaolo Soravia

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  1. Pierpaolo Soravia
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Correspondence to Pierpaolo Soravia.

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This research was partially supported by MIUR-Prin project “Metodi di viscosità, metrici e di teoria del controllo in equazioni alle derivate parziali nonlineari”.

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Soravia, P. On Aronsson Equation and Deterministic Optimal Control. Appl Math Optim 59, 175–201 (2009). https://doi.org/10.1007/s00245-008-9048-7

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  • DOI: https://doi.org/10.1007/s00245-008-9048-7

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