On classical solutions and canonical transformations for Hamilton--Jacobi--Bellman equations
Autor: | Bansil, Mohit, Mészáros, Alpár R. |
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Rok vydání: | 2024 |
Předmět: | |
Druh dokumentu: | Working Paper |
Popis: | In this note we show how canonical transformations reveal hidden convexity properties for deterministic optimal control problems, which in turn result in global existence of $C^{1,1}_{loc}$ solutions to first order Hamilton--Jacobi--Bellman equations. Comment: 9 pages |
Databáze: | arXiv |
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