Equivalence between Strict Viscosity Solution and Viscosity Solution in the Wasserstein Space and Regular Extension of the Hamiltonian in L²_P

C. Jimenez

Journal of convex analysis, Tome 31 (2024) no. 2, pp. 619-67

Résumé

\newcommand{\p}{\mathbb P} This article aims to build bridges between several notions of viscosity solution of first order dynamic Hamilton-Jacobi equations. The first main result states that, under assumptions, the definitions of Gangbo-Nguyen-Tudorascu and Marigonda-Quincampoix are equivalent. Secondly, to make the link with Lions' definition of solution, we build a regular extension of the Hamiltonian in $L^2_\p\times L^2_\p$. This extension allows to give an existence result of viscosity solution in the sense of Gangbo-Nguyen-Tudorascu, as a corollary of the existence result in $L^2_\p\times L^2_\p$. We also give a comparison principle for rearrangement invariant solutions of the extended equation. Finally we illustrate the interest of the extended equation by an example in Multi-Agent Control.

Détail

Classification : 49L25
Mots-clés : Optimal transport, viscosity solutions, Hamilton-Jacobi equations, multi-agent optimal control