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Nonlinear potentials for Hamilton-Jacobi-Bellman equations

✍ Scribed by G. V. Nosovskij


Publisher
Springer Netherlands
Year
1993
Tongue
English
Weight
759 KB
Volume
30
Category
Article
ISSN
0167-8019

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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