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A splitting algorithm for Hamilton-Jacobi-Bellman equations

✍ Scribed by Maurizio Falcone; Piero Lanucara; Alessandra Seghini


Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
809 KB
Volume
15
Category
Article
ISSN
0168-9274

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Hamilton–Jacobi–Bellman Equation under S
✍ Kyung-Eung Kim 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 131 KB

This paper is devoted to the uniqueness of discontinuous solutions to the Ž . Hamilton᎐Jacobi᎐Bellman HJB equation arising in Mayer's problem under state constraints. We use two types of discontinuous solutions, bilateral solution and contingent solution, and show that they coincide with the value f