Work

On classical solutions and canonical transformations for Hamilton–Jacobi–Bellman equations

Year: 2025

Type: article

Abstract: In this note, we show how canonical transformations reveal hidden convexity properties for deterministic optimal control problems, which in turn result in global existence of solutions to first‐order Hamilton–Jacobi–Bellman equations.

Source: Bulletin of the London Mathematical Society

DOI: 10.1112/blms.70078

Authors: Mohit Bansil, Alpár R. Mészáros

Institutions: University of California, Los Angeles, Durham University

Language: English

Topic: Optimization and Variational Analysis

Subfield: Computational Theory and Mathematics

Field: Computer Science

Domain: Physical Sciences

Open Access status: hybrid

Estimated APC paid: $3,930