A Class of Hamilton—Jacobi Equations with Unbounded Coefficients in Hilbert Spaces

被引:0
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作者
K. Shimano
机构
[1] Department of Mathematics,
[2] Tokyo Metropolitan University,undefined
[3] Hachioji,undefined
[4] Tokyo 192-0397,undefined
[5] Japan,undefined
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Key words. Hamilton—Jacobi equations, Value functions, Perron's method, Optimal control problems, Viscosity solutions, Invariant sets. AMS Classification. 35K55, 35R15, 47N20, 49L20, 49L25.;
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摘要
We establish existence and comparison theorems for a class of Hamilton—Jacobi equations. The class of Hamilton—Jacobi equations includes and is broader than those studied in [8] We apply the existence and uniqueness results to characterizing the value functions associated with the optimal control of systems governed by partial differential equations of parabolic type.
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页码:75 / 98
页数:23
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