HAL will be down for maintenance from Friday, June 10 at 4pm through Monday, June 13 at 9am. More information
Skip to Main content Skip to Navigation
Journal articles

Transmission conditions on interfaces for Hamilton-Jacobi-Bellman equations

Abstract : We establish a comparison principle for a Hamilton-Jacobi-Bellman equation, more appropriately a system, related to an infinite horizon problem in presence of an interface. Namely a low dimensional subset of the state variable space where discontinuities in controlled dynamics and costs take place. Since corresponding Hamiltonians, at least for the subsolution part, do not enjoy any semicontinuity property, the comparison argument is rather based on a separation principle of the controlled dynamics across the interface. For this, we essentially use the notion of "-partition and minimal "-partition for intervals of definition of an integral trajectory.
Complete list of metadata

Cited literature [24 references]  Display  Hide  Download

Contributor : Hasnaa Zidani Connect in order to contact the contributor
Submitted on : Friday, May 3, 2013 - 3:31:17 PM
Last modification on : Wednesday, May 11, 2022 - 12:06:05 PM
Long-term archiving on: : Tuesday, April 4, 2017 - 4:38:19 AM


Files produced by the author(s)



Zhiping Rao, Antonio Siconolfi, Hasnaa Zidani. Transmission conditions on interfaces for Hamilton-Jacobi-Bellman equations. Journal of Differential Equations, Elsevier, 2014, 257 (11), pp.3978--4014. ⟨10.1016/j.jde.2014.07.015⟩. ⟨hal-00820273⟩



Record views


Files downloads