Viscosity solutions and optimal control
✍
Pierpaolo Soravia
📂
Article
📅
2000
🏛
Elsevier Science
🌐
English
⚖ 113 KB
We discuss optimal control problems with integral state-control constraints. We rewrite the problem in an equivalent form as an optimal control problem with state constraints for an extended system, and prove that the value function, although possibly discontinuous, is the unique viscosity solution