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math.OC2015
Representation of convex Hamilton-Jacobi equations in optimal control theory
Arkadiusz Misztela
In the paper we study the following problem: given a Hamilton-Jacobi equation where the Hamiltonian is convex with respect to the last variable, are there any optimal control probl…
math.OC2015★ 3 cited
On nouniqueness of solutions of Hamilton-Jacobi-Bellman equations
Arkadiusz Misztela
An example of a nonunique solution of the Cauchy problem of Hamilton-Jacobi-Bellman (HJB) equation with surprisingly regular Hamiltonian is presented. The Hamiltonian H(t,x,p) is l…