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Transactions of the American Mathematical Society

ISSN 1088-6850(online) ISSN 0002-9947(print)



Hamilton-Jacobi equations with state constraints

Authors: I. Capuzzo-Dolcetta and P.-L. Lions
Journal: Trans. Amer. Math. Soc. 318 (1990), 643-683
MSC: Primary 49C20; Secondary 35F20
MathSciNet review: 951880
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Abstract: In the present paper we consider Hamilton-Jacobi equations of the form $ H(x,u,\nabla u) = 0,\;x \in \Omega $, where $ \Omega $ is a bounded open subset of $ {R^n},H$ is a given continuous real-valued function of $ (x,s,p) \in \Omega \times R \times {R^n}$ and $ \nabla u$ is the gradient of the unknown function $ u$. We are interested in particular solutions of the above equation which are required to be supersolutions, in a suitable weak sense, of the same equation up to the boundary of $ \Omega $.

This requirement plays the role of a boundary condition. The main motivation for this kind of solution comes from deterministic optimal control and differential games problems with constraints on the state of the system, as well from related questions in constrained geodesics.

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Article copyright: © Copyright 1990 American Mathematical Society