LAUSR

Abstract This paper studies a computational method to deal with a singular optimal control problem by minimizer flows in a viscosity approximation to the Hamilton–Jacobi–Bellman equation. The boundary of the compact constraint set of control variable is intersected with a class of minimizer flows to yield a Hamiltonian extremal function in rewriting the HJB equation. The analysis properties of the flow are revealed in a global optimization framework. An example on computing a minimizer flow and a Hamiltonian extremal function is presented. An application of the minimizer flow in a non-smooth optimization problem is also mentioned.