A boundary-value problem for Hamilton-Jacobi equations in hilbert spaces View Full Text


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Article Info

DATE

1991-07

AUTHORS

Piermarco Cannarsa, Fausto Gozzi, Halil Mete Soner

ABSTRACT

We study a Hamilton-Jacobi equation in infinite dimensions arising in optimal control theory for problems involving both exit times and state-space constraints. The corresponding boundary conditions for the Hamilton-Jacobi equation, of mixed nature, have been derived and investigated in [19], [2], [5], and [15] in the finite-dimensional case. We obtain a uniqueness result for viscosity solutions of such a problem and then prove the existence of a solution by showing that the value function is continuous. More... »

PAGES

197-220

References to SciGraph publications

  • 1988-06. On the Hamilton-Jacobi-Bellman equations in Banach spaces in JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
  • Identifiers

    URI

    http://scigraph.springernature.com/pub.10.1007/bf01447742

    DOI

    http://dx.doi.org/10.1007/bf01447742

    DIMENSIONS

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