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Lower semicontinuous solutions for a class of Hamilton-Jacobi-Bellman equations

✍ Scribed by O. Cârją


Publisher
Springer
Year
1996
Tongue
English
Weight
840 KB
Volume
89
Category
Article
ISSN
0022-3239

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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