Optimal control of first-order Hamilton-Jacobi equations with linearly bounded Hamiltonian

february, 2014
Publication type:
Paper in peer-reviewed journals
Journal:
Applied Mathematics and Optimization
Keywords :
Hamilton-Jacobi equations, optimal control, nonlinear PDE, viscosity solutions, front propagation, mean field games
Abstract:
We consider the optimal control of solutions of first order Hamilton-Jacobi equations, where the Hamiltonian is convex with linear growth. This models the problem of steering the propagation of a front by constructing an obstacle. We prove existence of minimizers to this optimization problem as in a relaxed setting and characterize the minimizers as weak solutions to a mean field game type system of coupled partial differential equations. Furthermore, we prove existence and partial uniqueness of weak solutions to the PDE system. An interpretation in terms of mean field games is also discussed.
BibTeX:
@article{Gra-2014,
    author={Philip Jameson Graber },
    title={Optimal control of first-order Hamilton-Jacobi equations with 
           linearly bounded Hamiltonian },
    doi={10.1007/s00245-014-9239-3 },
    journal={Applied Mathematics and Optimization },
    year={2014 },
    month={2},
}