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Math 5588 homework 12 (due tuesday may 2: suppose h(p) is convex and superlinear. Show that l = h is also convex and superlin- ear. To do this, write and choose p = q. Assume also that u is bounded, that is for some c > 0 we have |u(y)| c for all y r. Show that there exists another test function such that (x) = (x) and u(y) (y) u(x) (x) for all y r. Thus, we can turn the local max (or min) in the de nition of viscosity solutions into a global max (or min) without loss of generality. (y) = (y) + k(x y)2 for a carefully chosen constant k. : consider the following optimal control problem: the state x(t) rn obeys the dynamics. X(s) = (s) for t < s t and x(t) = x where : [0, t ] rn is the control, and the cost is.

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