Continuous viscosity solutions of Hamilton-Jacobi equations
Part of the Systems & Control: Foundations & Applications book series (MBC)
This chapter is devoted to the basic theory of continuous viscosity solutions of the Hamilton-Jacobi equation
where Ω is an open domain of ℝ N and the Hamiltonian F = F(x, r, p) is a continuous real valued function on Ω × ℝ × ℝ N .
$$F(x,u(x),Du(x)) = 0x \in \Omega ,$$
KeywordsOptimal Control Problem Viscosity Solution Directional Derivative LIPSCHITZ Continuity Bibliographical Note
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© Springer Science+Business Media New York 1997