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Multi-grid methods for Hamilton-Jacobi-Bellman equations

✍ Scribed by Ronald H. W. Hoppe


Publisher
Springer-Verlag
Year
1986
Tongue
English
Weight
727 KB
Volume
49
Category
Article
ISSN
0029-599X

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Hamilton–Jacobi–Bellman Equation under S
✍ Kyung-Eung Kim 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 131 KB

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