Hamilton-Jacobi-Bellman方程的经典解和正则变换

IF 0.9 3区数学 Q2 MATHEMATICS

Bulletin of the London Mathematical Society Pub Date : 2025-04-22 DOI:10.1112/blms.70078

Mohit Bansil, Alpár R. Mészáros

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引用次数: 0

摘要

在本文中，我们展示了正则变换如何揭示确定性最优控制问题的隐藏凸性，这反过来又导致c1o c1的全局存在性。一阶Hamilton-Jacobi-Bellman方程的1 $C^{1,1}_{loc}$解。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

On classical solutions and canonical transformations for Hamilton–Jacobi–Bellman equations

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On classical solutions and canonical transformations for Hamilton–Jacobi–Bellman equations

In this note, we show how canonical transformations reveal hidden convexity properties for deterministic optimal control problems, which in turn result in global existence of $C_{l o c}^{1, 1}$ solutions to first-order Hamilton–Jacobi–Bellman equations.