(L ∞ + Bolza) control problems as dynamic differential games

Abstract : We consider a (L ∞ + Bolza) control problem, namely a problem where the payoff is the sum of a L ∞ functional and a classical Bolza functional (the latter being an integral plus an end-point functional). Owing to the ⟨L1,L∞⟩ duality, the (L ∞+Bolza) control problem is rephrased in terms of a static differential game, where a new variable k plays the role of maximizer (we regard 1−k as the available fuel for the maximizer). The relevant fact is that this static game is equivalent to the corresponding dynamic differential game, which allows the (upper) value function to verify a boundary value problem. This boundary value problem involves a Hamilton-Jacobi equation whose Hamiltonian is continuous. The fueled value function (t,x,k) --whose restriction to k = 0 coincides with the value function of the reference (L ∞ + Bolza) problem--is continuous and solves the established boundary value problem. Furthermore,  is the unique viscosity solution in the class of (not necessarily continuous) bounded solutions.
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Nonlinear Differential Equations and Applications, Springer Verlag, 2013, 20 (3), pp.895-918. 〈10.1007/s00030-012-0186-x〉
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Contributeur : Estelle Bouzat <>
Soumis le : mardi 23 septembre 2014 - 13:21:05
Dernière modification le : jeudi 14 juin 2018 - 10:54:02

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Piernicola Bettiol, Franco Rampazzo. (L ∞ + Bolza) control problems as dynamic differential games. Nonlinear Differential Equations and Applications, Springer Verlag, 2013, 20 (3), pp.895-918. 〈10.1007/s00030-012-0186-x〉. 〈hal-01067311〉

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