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Degenerate Bellman equation and its applications

โœ Scribed by Masatoshi Fujisaki


Publisher
Elsevier Science
Year
1987
Tongue
English
Weight
48 KB
Volume
26
Category
Article
ISSN
0304-4149

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In this paper, the value function of a Bolza optimal control problem with state constraints is characterized as the unique lower semicontinuous solution of a HamiltonแސJacobi equation. The state constraints are given by an arbitrary closed set with possibly empty interior. In particular, Soner's inwa