Value Functions for Bolza Problems with Discontinuous Lagrangians and Hamilton-Jacobi Inequ.pdfVIP

0 Value Functions for Bolza Problems with Discontinuous 0 0 Lagrangians and Hamilton-Jacobi Inequalities∗ 2 n u Gianni Dal Maso† and H´el`ene Frankowska‡ J 2 ] Abstract. P A We investigate the value function of the Bolza problem of the Calculus of Variations . h V (t,x) = inf t ′ 1,1 n t L(y(s),y (s))ds + ϕ(y(t)) : y ∈ W (0,t; IR ), y(0) = x , a 0 m with a lower semicontinuous Lagrangian L and a final cost ϕ, and show that it is [ locally Lipschitz for t 0 whenever L is locally bounded. It also satisfies Hamilton- 1 Jacobi inequalities in a generalized sense. v 3 When the Lagrangian is continuous, then the value function is the unique lower 1 semicontinuous solution to the corresponding Hamilton-Jacobi equation, while for 0 6 discontinuous Lagrangian we characterize the value function by using the so called 0 contingent inequalities. 0 0 / Key words. Discontinuous Lagrangians, Hamilton-Jacobi equations, viability the- h ory, viscosity solutions. t a m AMS-MOS subject classification: 49L20 (primary), 49L25 (secondary). : v i X 1 Introduction r a Consider the autonomous Bolza minimization problem of the Calculus of Variations T ′ 1,1 n (1.1) inf L(y(s),y (s))ds + ϕ(y(T )); y ∈ W (0,T ; IR ), y(0) = x , 0 ∗Suppo