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Reduction of lower semicontinuous solutions of Hamilton-Jacobi-Bellman equations

Reduction of lower semicontinuous solutions of Hamilton-Jacobi-Bellman equations

This article is devoted to the study of lower semicontinuous solutions of Hamilton-Jacobi equations with convex Hamiltonians in a gradient variable. Such Hamiltonians appear in the optimal control theory. We present a necessary and sufficient condition for a reduction of a Hamiltonian satisfying optimality conditions to the case when the …