Hamilton-Jacobi equations on networks
Résumé
We consider continuous-state and continuous-time control problem where the admissible trajectories of the system are constrained to remain on a network. Under suitable assumptions, we prove that the value function is continuous. We define a notion of viscosity solution of Hamilton-Jacobi equations on the network for which we prove a comparison principle. The value function is thus the unique viscosity solution of the Hamilton-Jacobi equation on the network.
Origine | Fichiers produits par l'(les) auteur(s) |
---|