Equivalent extensions of Hamilton-Jacobi-Bellman equations on hypersurfaces.

  title={Equivalent extensions of Hamilton-Jacobi-Bellman equations on hypersurfaces.},
  author={L. C. Mart{\'i}n Mart{\'i}n and Richard Tsai},
We present a new formulation for the computation of solutions of a class of Hamilton Jacobi Bellman (HJB) equations on closed smooth surfaces of co-dimension one. For the class of equations considered in this paper, the viscosity solution of the HJB equation is equivalent to the value function of a corresponding optimal control problem. In this work, we extend the optimal control problem given on the surface to an equivalent one defined in a sufficiently thin narrow band of the co-dimensional… CONTINUE READING
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