Differential and Integral Equations

Optimality principles and representation formulas for viscosity solutions of Hamilton-Jacobi equations. II. Equations of control problems with state constraints

Pierpaolo Soravia

Abstract

We prove local optimality principles for viscosity super and subsolutions of Hamilton-Jacobi equations with unbounded ingredients. We apply these results to characterize the (possibly multiple) discontinuous solutions of mixed Dirichlet and constrained boundary value problems.

Article information

Source
Differential Integral Equations, Volume 12, Number 2 (1999), 275-293.

Dates
First available in Project Euclid: 29 April 2013