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Limit transition in degenerate Bellman equations

✍ Scribed by H. Pragarauskas

Publisher: Springer
Year: 1980
Tongue: English
Weight: 429 KB
Volume: 20
Category: Article
ISSN: 0363-1672
DOI: 10.1007/bf00970857

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📜 SIMILAR VOLUMES

Limit transition in general degenerate B

Limit transition in general degenerate Bellman equations. I

✍ H. Pragarauskas 📂 Article 📅 1981 🏛 Springer 🌐 English ⚖ 582 KB

Passage to the limit in general degenera

Passage to the limit in general degenerate Bellman equations. II

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✍ 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

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✍ A Bensoussan 📂 Article 📅 1986 🏛 Elsevier Science 🌐 English ⚖ 447 KB

On the Hamilton-Jacobi-Bellman equations

On the Hamilton-Jacobi-Bellman equations in Banach spaces

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