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On the Hamilton--Jacobi--Bellman Equation for an Optimal Consumption Problem: I. Existence of Solution

✍ Scribed by Hata, Hiroaki; Sheu, Shuenn-Jyi

Book ID
118062782
Publisher
Society for Industrial and Applied Mathematics
Year
2012
Tongue
English
Weight
299 KB
Volume
50
Category
Article
ISSN
0363-0129

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The problem of controlling the oscillations of a mathematical pendulum is considered. The overall control resource is subject to an integral constraint: the modulus of the control function to an arbitrary non-negative power (greater than or equal to unity) is a summable function over a specified tim