Applications to the optimal control and differential game via the viscosity solution theory
Applications to the optimal control and differential game via the viscosity solution theory
批准号:
09640242
负责人:
KOIKE Shigeaki
金额:
$2.3万
依托单位:
依托单位国家:
日本
项目类别:
Grant-in-Aid for Scientific Research (C)
财政年份:
1997
资助国家:
日本
项目状态:
已结题
起止时间:
1997 至 1999
中文摘要
(1)得到了具有退化系数的Hamilton-Jacobi (HJ)方程下半连续(lsc)粘度解的唯一性和表示公式。这是Ishii和Ramaswamy结果的“lsc”版本。(2)证明了状态约束(简称SC)问题的追逃对策黏性解的唯一性和值函数的时间离散逼近的收敛性。这些结果推广了Alziary的结果。(3)证明了最小时间问题lsc黏度解的唯一性。为了证明Dirichlet型边界条件与SC型边界条件的等价性,我们一般证明了一个函数是相关PDE的lsc黏度解,当且仅当它满足动态规划原理。这扩展了p - l的相应结果。狮子用于连续粘度溶液。(4)构造了SC问题的ε-最优反馈控制。为了构造它们,我们使用来自相关HJ方程的信息。此外,我们需要中卷积近似、超微分的单调公式和小域SC问题的值函数的收敛性。(5)我们得到了包含梯度超线性增长项的全非线性二阶均匀椭圆偏微分方程粘度解的比较原理和(b)内部Holder连续性。(a)推广了Caffarelli、Crandall、Kocan和Swiech的结果,(b)推广了Caffarelli的结果。为了证明(b),我们需要一个广义的Alexandroff-Bakelman-Pucci极大原理,一个相关极值偏微分方程经典超解的精确构造,以及一个修正的立方分解引理。
英文摘要
(1) We obtain the uniqueness and representation formula for lower semicontinuous (lsc for short) viscosity solutions of Hamilton-Jacobi (HJ for short) equations with degenerate coefficients.This is a "lsc" version of a result of Ishii and Ramaswamy.(2) We show the uniqueness of viscosity solutions of pursuit-evasion games of the state constraint (SC for short) problem and the convergence of time-discrete approximations to the value function. These results generalize those of Alziary.(3) We show the uniqueness of lsc viscosity solutions for the minimum time problem. To show the equivalence between the Dirichlet type boundary condition and the SC type one, we prove in general that a function is a lsc viscosity solution of the associated PDE if and only if it satisfies the Dynamic Programming Principle. This extends the corresponding result by P.-L. Lions for continuous viscosity solutions.(4) We construct ε-optimal feedback controls for the SC problem. To construct them, we use the information from the associated HJ equation. Furthermore, we need the inf-convolution approximations, the monotone formula for super-differentials and the convergence of value functions for SC problems of smaller domains.(5) We obtain (a) the comparison principle and (b) interior Holder continuity of viscosity solutions of fully nonlinear, second-order, uniformly elliptic PDEs which involve superlinear growth terms for the gradient. The result (a) extends that of Caffarelli, Crandall, Kocan and Swiech while the result (b) generalizes that of Caffarelli.To show (b), we need a generalized Alexandroff-Bakelman-Pucci maximum principle, a precise construction of classical supersolutions of the associated extremal PDEs, and a modified cube decomposition lemma.
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Kunio Tsujioka: "Remarks on controll ability of Euler-Bemodli equations with a singular boundary condition" Saitama Mathematical Journal. 15. 73-83 (1997)
Kunio Tsujioka:“关于具有奇异边界条件的Euler-Bemodli方程的控制能力的评论”埼玉数学杂志。
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T.Fukui,J.J.Nuno Ballesterces & M.J.Saia: "On the number of singularities in generic deformations of map germs"Journal London Mathematical Society. 58巻2号. 141-152 (1998)
T.Fukui、J.J.Nuno Ballesterces 和 M.J.Saia:“关于地图细菌一般变形中的奇点数量”,伦敦数学学会杂志,第 58 卷,第 2 期。141-152 (1998)
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S. KOIKE: "A comparison result for the state constraint problem of differential games"Proceedings of Korea-Japan Partial Differential Equations Conference. 39. 87-94 (1997)
S. KOIKE:“微分博弈状态约束问题的比较结果”韩日偏微分方程会议论文集。
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O.Alvarez,S.Koike & I.Nakayama: "Uniqueness of lower semicontinuous viscosity solutions for the minimum time problem"SIAM Jouranal on Control and Optimization. (掲載決定).
O.Alvarez、S.Koike 和 I.Nakayama:“针对最短时间问题的较低半连续粘度解决方案的独特性”SIAM 控制与优化杂志(已出版)。
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共 33 条
Viscosity solution theory for fully nonlinear equations and its applications
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批准号:20340026
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项目类别:Grant-in-Aid for Scientific Research (B)
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资助金额:$9.48万
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财政年份:2008
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负责人:KOIKE Shigeaki
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依托单位:
On the study of the theory of viscosity solutions and its new developments
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批准号:16340032
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项目类别:Grant-in-Aid for Scientific Research (B)
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资助金额:$10.5万
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财政年份:2004
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负责人:KOIKE Shigeaki
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依托单位:
Study on Optimal Controls and Differential Games via the Viscosity Solution Theory
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批准号:12640103
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项目类别:Grant-in-Aid for Scientific Research (C)
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资助金额:$2.24万
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财政年份:2000
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负责人:KOIKE Shigeaki
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依托单位: