Faithful Representations for Convex Hamilton--Jacobi Equations
Faithful Representations for Convex Hamilton--Jacobi Equations
When a Hamiltonian H = H(t,x,p) is convex in the adjoint variable p, the corresponding Hamilton--Jacobi equation (0.1) ut+ H(t,x,ux)= 0 is known to be the Bellman equation of a suitable optimal control problem. Of course, the latter is notunique, so it is interesting to select a good optimal control …