Mathematics – Optimization and Control
Scientific paper
2003-11-16
NoDEA Nonlinear Differential Equations and Applications, Volume 11, Number 1, pp. 95-122, February 2004
Mathematics
Optimization and Control
29 pages, 0 figures, accepted for publication in NoDEA Nonlinear Differential Equations and Applications on July 29, 2002
Scientific paper
10.1007/s00030-003-1051-8
We study the Hamilton-Jacobi equation for undiscounted exit time control problems with general nonnegative Lagrangians using the dynamic programming approach. We prove theorems characterizing the value function as the unique bounded-from-below viscosity solution of the Hamilton-Jacobi equation which is null on the target. The result applies to problems with the property that all trajectories satisfying a certain integral condition must stay in a bounded set. We allow problems for which the Lagrangian is not uniformly bounded below by positive constants, in which the hypotheses of the known uniqueness results for Hamilton-Jacobi equations are not satisfied. We apply our theorems to eikonal equations from geometric optics, shape-from-shading equations from image processing, and variants of the Fuller Problem.
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