{ "id": "math/0311269", "version": "v1", "published": "2003-11-16T18:10:06.000Z", "updated": "2003-11-16T18:10:06.000Z", "title": "Bounded-From-Below Solutions of the Hamilton-Jacobi Equation for Optimal Control Problems with Exit Times: Vanishing Lagrangians, Eikonal Equations, and Shape-From-Shading", "authors": [ "Michael Malisoff" ], "comment": "29 pages, 0 figures, accepted for publication in NoDEA Nonlinear Differential Equations and Applications on July 29, 2002", "journal": "NoDEA Nonlinear Differential Equations and Applications, Volume 11, Number 1, pp. 95-122, February 2004", "doi": "10.1007/s00030-003-1051-8", "categories": [ "math.OC" ], "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.", "revisions": [ { "version": "v1", "updated": "2003-11-16T18:10:06.000Z" } ], "analyses": { "subjects": [ "35F20", "49L25" ], "keywords": [ "hamilton-jacobi equation", "optimal control problems", "eikonal equations", "bounded-from-below solutions", "vanishing lagrangians" ], "tags": [ "journal article" ], "note": { "typesetting": "TeX", "pages": 29, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2003math.....11269M" } } }