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Averaging of Hamilton-Jacobi equation in infinite dimensions and application

Averaging of Hamilton-Jacobi equation in infinite dimensions and application
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摘要 The averaging of Hamilton_Jacobi equation with fast variables in viscosity solution sense in infinite dimensions is studied. It is proved that viscosity solution of the original equation converges to viscosity solution of the averaged equation and this result is applied to study the limit problem of the value function for optimal control problem with fast variables. The averaging of Hamilton-Jacobi equation with fast variables in viscosity solution sense in infinite dimensions is studied. It is proved that viscosity solution of the original equation converges to viscosity solution of the averaged equation and this result is applied to study the limit problem of the value function for optimal control problem with fast variables.
出处 《Chinese Science Bulletin》 SCIE EI CAS 1998年第1期30-32,共3页
基金 NationalNaturalScienceFoundationofChina
关键词 INFINITE DIMENSIONS AVERAGING of HJB EQUATION VISCOSITY solution optimal control problem VALUE function. infinite dimensions averaging of HJB equation viscosity solution optimal control problem value function
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