Transmission conditions on interfaces for Hamilton-Jacobi-Bellman equations

Z. Rao, A. Siconolfi*, H. Zidani

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

14 Citations (Scopus)

Abstract

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.

Original languageEnglish
Pages (from-to)3978-4014
Number of pages37
JournalJournal of Differential Equations
Volume257
Issue number11
DOIs
Publication statusPublished - 1 Dec 2014
Externally publishedYes

Keywords

  • Comparison principle
  • Discontinuous dynamics and cost
  • Hamilton-Jacobi equations
  • Optimal control
  • Viscosity solutions

Cite this