Differentiability properties of the optimal value function in control theory
โ Scribed by Atle Seierstad
- Publisher
- Elsevier Science
- Year
- 1982
- Tongue
- English
- Weight
- 390 KB
- Volume
- 4
- Category
- Article
- ISSN
- 0165-1889
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๐ SIMILAR VOLUMES
This paper deals with the optimal control problems for di erential-di erence inclusions subject to endpoint constraints. We follow a twofold goal. First, we develop a method for estimating the generalized gradients of value function in the problems above. Second, we use these estimates for obtaining
The Dirichlet problems for singularly perturbed Hamilton-Jacobi-Bellman equations are considered. Some impulse variables in the Hamiltonians have coefficients with a small parameter of singularity ฮต in denominators. The research appeals to the theory of minimax solutions to HJEs. Namely, for any ฮต