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
✦ LIBER ✦
Discontinuous solutions of Hamilton–Jacobi–Bellman equation under state constraints
✍ Scribed by Frankowska, Hélène; Mazzola, Marco
- Book ID
- 115469114
- Publisher
- Springer
- Year
- 2012
- Tongue
- English
- Weight
- 359 KB
- Volume
- 46
- Category
- Article
- ISSN
- 0944-2669
No coin nor oath required. For personal study only.
📜 SIMILAR VOLUMES
Hamilton–Jacobi–Bellman Equation under S
✍
Kyung-Eung Kim
📂
Article
📅
2000
🏛
Elsevier Science
🌐
English
⚖ 131 KB
Semicontinuous Solutions of Hamilton–Jac
✍
Hélène Frankowska; Sławomir Plaskacz
📂
Article
📅
2000
🏛
Elsevier Science
🌐
English
⚖ 148 KB
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 Hamilton᎐Jacobi equation. The state constraints are given by an arbitrary closed set with possibly empty interior. In particular, Soner's inwa
Weak solutions of the Hamilton-Jacobi-Be
✍
S.A. Belbas
📂
Article
📅
1981
🏛
Elsevier Science
🌐
English
⚖ 372 KB
Asymptotic Solutions of Hamilton-Jacobi
✍
Hiroyoshi Mitake
📂
Article
📅
2008
🏛
Springer
🌐
English
⚖ 416 KB
Viability Solutions to Structured Hamilt
✍
Aubin, Jean-Pierre
📂
Article
📅
2011
🏛
Society for Industrial and Applied Mathematics
🌐
English
⚖ 369 KB
Existence of Solutions to the Hamilton–J
✍
Kazufumi Ito
📂
Article
📅
2001
🏛
Elsevier Science
🌐
English
⚖ 184 KB