Representation of Hamilton-Jacobi equation in optimal control theory with compact control set

Abstract

In this paper we study the existence of sufficiently regular representations of Hamilton-Jacobi equations in optimal control theory with the compact control set. We introduce a new method to construct representations for a wide class of Hamiltonians, wider than it was achieved before. Our result is proved by means of these conditions on Hamiltonian that are necessary for the existence of a representation. In particular, we solve an open problem of Rampazzo (2005). We apply the obtained results to reduce a variational problem to an optimal control problem.