Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
9503104 | Journal of Mathematical Analysis and Applications | 2005 | 16 Pages |
Abstract
We study the set of points of nondifferentiability, called the singular set, of the value function of a Bolza optimal control problem. The value function is a viscosity solution to an associated Hamilton-Jacobi equation. The method of characteristics associates to this equation a Hamiltonian system, that in turn can be used to study the propagation of singularities of the value function. In particular, we obtain an extension of the Rankine-Hugoniot type condition, which is well-known in the conservation law theory.
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
H. Frankowska, A. Ochal,