On classical solutions and canonical transformations for Hamilton--Jacobi--Bellman equations

Autor: Bansil, Mohit, Mészáros, Alpár R.
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