• xmlui.mirage2.page-structure.header.title
    • français
    • English
  • Help
  • Login
  • Language 
    • Français
    • English
View Item 
  •   BIRD Home
  • LEDa (UMR CNRS 8007, UMR IRD 260)
  • LEDa : Publications
  • View Item
  •   BIRD Home
  • LEDa (UMR CNRS 8007, UMR IRD 260)
  • LEDa : Publications
  • View Item
JavaScript is disabled for your browser. Some features of this site may not work without it.

Browse

BIRDResearch centres & CollectionsBy Issue DateAuthorsTitlesTypeThis CollectionBy Issue DateAuthorsTitlesType

My Account

LoginRegister

Statistics

Most Popular ItemsStatistics by CountryMost Popular Authors
Thumbnail

Dirichlet Problems for some Hamilton-Jacobi Equations With Inequality Constraints

Saint-Pierre, Patrick; Bayen, Alexandre M.; Aubin, Jean-Pierre (2008), Dirichlet Problems for some Hamilton-Jacobi Equations With Inequality Constraints, SIAM journal on control and optimization, 47, 5, p. 2348-2380. http://dx.doi.org/10.1137/060659569

View/Open
saintpierre_0604.pdf (458.5Kb)
Type
Article accepté pour publication ou publié
Date
2008
Journal name
SIAM journal on control and optimization
Volume
47
Number
5
Publisher
Society for Industrial and Applied Mathematics
Pages
2348-2380
Publication identifier
http://dx.doi.org/10.1137/060659569
Metadata
Show full item record
Author(s)
Saint-Pierre, Patrick
Bayen, Alexandre M.
Aubin, Jean-Pierre
Abstract (EN)
We use viability techniques for solving Dirichlet problems with inequality constraints (obstacles) for a class of Hamilton-Jacobi equations. The hypograph of the "solution" is defined as the "capture basin" under an auxiliary control system of a target associated with the initial and boundary conditions, viable in an environment associated with the inequality constraint. From the tangential condition characterizing capture basins, we prove that this solution is the unique "upper semicontinuous" solution to the Hamilton-Jacobi-Bellman partial differential equation in the Barron-Jensen/Frankowska sense. We show how this framework allows us to translate properties of capture basins into corresponding properties of the solutions to this problem. For instance, this approach provides a representation formula of the solution which boils down to the Lax-Hopf formula in the absence of constraints
Subjects / Keywords
Hamilton Jacobi equation; traffic modeling; optimal control; viability theory

Related items

Showing items related by title and author.

  • Thumbnail
    A viability approach to Hamilton-Jacobi equations: application to concave highway traffic flux functions 
    Aubin, Jean-Pierre; Bayen, Alexandre M.; Saint-Pierre, Patrick (2005) Communication / Conférence
  • Thumbnail
    Computation of solutions to the Moskowitz Hamilton-Jacobi-Bellman equation under viability constraints 
    Saint-Pierre, Patrick; Claudel, Christian; Bayen, Alexandre M. (2008-01) Communication / Conférence
  • Thumbnail
    Viability-Based Computations of Solutions to the Hamilton-Jacobi-Bellman Equation 
    Bayen, Alexandre M.; Claudel, Christian; Saint-Pierre, Patrick (2007) Communication / Conférence
  • Thumbnail
    Viabilist and Tychastic Approaches to Guaranteed ALM Problem 
    Aubin, Jean-Pierre; Chen, Luxi; Dordan, Olivier; Saint-Pierre, Patrick (2010-12) Communication / Conférence
  • Thumbnail
    Dynamic Management of Portfolios with Transaction Costs under Tychastic Uncertainty 
    Aubin, Jean-Pierre; Pujal, Dominique; Saint-Pierre, Patrick (2005) Chapitre d'ouvrage
Dauphine PSL Bibliothèque logo
Place du Maréchal de Lattre de Tassigny 75775 Paris Cedex 16
Phone: 01 44 05 40 94
Contact
Dauphine PSL logoEQUIS logoCreative Commons logo