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Hamilton–Jacobi–Bellman Equation under States Constraints

✍ Scribed by Kyung-Eung Kim

Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
131 KB
Volume
244
Category
Article
ISSN
0022-247X

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✦ Synopsis

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 function for state constraints that are backward invariant and forward viable.

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