Geometry of the discrete Hamilton--Jacobi equation. Applications in optimal control

Abstract

In this paper, we review the discrete Hamilton--Jacobi theory from a geometric point of view. In the discrete realm, the usual geometric interpretation of the Hamilton--Jacobi theory in terms of vector fields is not straightforward. Here, we propose two alternative interpretations: one is the interpretation in terms of projective flows, the second is the temptative of constructing a discrete Hamiltonian vector field renacting the usual continuous interpretation. Both interpretations are proven to be equivalent and applied in optimal control theory. The solutions achieved through both approaches are sorted out and compared by numerical computation.