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Bounded-From-Below Solutions of the Hamilton-Jacobi Equation for Optimal Control Problems with Exit Times: Vanishing Lagrangians, Eikonal Equations, and Shape-From-Shading (2003)

Abstract
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.. Comment: 29 pages, 0 figures, accepted for publication in NoDEA Nonlinear Differential Equations and Applications on July 29, 2002

Publication details
Download http://arxiv.org/abs/math/0311269
Repository arXiv (United States)
Keywords Mathematics - Optimization and Control, 35F20, 49L25
Type text