Optimality principles and representation formulas for viscosity solutions of Hamilton-Jacobi equations. I. Equations of unbounded and degenerate control problems without uniqueness

Pierpaolo Soravia · Advances in Differential Equations · 1999

We prove general optimality principles for semicontinuous viscosity solutions of Hamilton-Jacobi equations. We also characterize the minimal nonnegative supersolution and the maximal subsolution null on a closed given set for a class of equations without uniqueness, including the degenerate eikonal equation and the Bellman equation of the linear quadratic control problem.

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