First Order PDEs in Variation Calculus, Optimal Control and Differential Games

Arik Melikyan
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Arik Melikyan: Institute for Problems in Mechanics, Russian Academy of Science

Chapter 3 in Generalized Characteristics of First Order PDEs, 1998, pp 99-135 from Springer

Abstract: Abstract Nonlinear first order PDEs arise systematically in extremal problems of dynamics, i.e. in Variation Calculus, Optimal Control and Differential Games. In Variation Calculus this equation is known as the Hamilton-Jacobi equation.

Keywords: Optimal Control Problem; Viscosity Solution; Differential Game; Initial Value Problem; Bellman Equation (search for similar items in EconPapers)
Date: 1998
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DOI: 10.1007/978-1-4612-1758-9_4

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