On classical solutions and canonical transformations for Hamilton–Jacobi–Bellman equations
Abstract In this note, we show how canonical transformations reveal hidden convexity properties for deterministic optimal control problems, which in turn result in global existence of solutions to first‐order Hamilton–Jacobi–Bellman equations.
Authors
- Alpár R. Mészáros (ORCID: https://orcid.org/0000-0002-1824-376X)
- Mohit Bansil (ORCID: https://orcid.org/0000-0003-2565-9613)
Institutions
- University of California, Los Angeles (US)
- Durham University (GB)
Publication Details
- Journal
- Bulletin of the London Mathematical Society
- Published
- 2025-04-22
- DOI
- https://doi.org/10.1112/blms.70078
- Citations
- 1
- Primary Topic
- Quantum chaos and dynamical systems
- Type
- article
- Field-Weighted Citation Impact
- 1.32
Funders
- National Science Foundation
- UK Research and Innovation
- King Abdullah University of Science and Technology
- Engineering and Physical Sciences Research Council
- Division of Mathematical Sciences
- Air Force Office of Scientific Research