G. Dal Maso et H. Frankowska, Value functions for Bolza problems with discontinuous Lagrangians and Hamilton-Jacobi inequalities, ESAIM CO OP, 5, 2000, pp. 369-393
Citations number
28
Categorie Soggetti
Mathematics,"Engineering Mathematics
Journal title
ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS
We investigate the value function of the Bolza problem of the Calculus of V
ariations
V (t, x) = inf {integral (t)(0) L(y(s), y'(s))ds + phi (y(t)) : y is an ele
ment of W-1,W-1 (0, t; R-n); y(0) = x},
with a lower semicontinuous Lagrangian L and a final cost phi, and show tha
t it is locally Lipschitz for t > 0 whenever L is locally bounded. It also
satisfies Hamilton-Jacobi inequalities in a generalized sense. When the Lag
rangian is continuous, then the value function is the unique lower semicont
inuous solution to the corresponding Hamilton-Jacobi equation, while for di
scontinuous Lagrangian we characterize the value function by using the so c
alled contingent inequalities.