| Bounded-from-below solutions of the Hamilton-Jacobi equation for optimal control problems with exit times: Vanishing Lagrangians, eikonal equations, and shape-from-shading.” submitted (2008) | |||||||||||||||||
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, shapefrom-shading equations from image processing, and variants of the Fuller Problem. | |||||||||||||||||
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