Optimal control and semicontinuous viscosity solutions
โ Scribed by Barron, E. N.; Jensen, R.
- Book ID
- 111644207
- Publisher
- American Mathematical Society
- Year
- 1991
- Tongue
- English
- Weight
- 549 KB
- Volume
- 113
- Category
- Article
- ISSN
- 0002-9939
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
We discuss optimal control problems with integral state-control constraints. We rewrite the problem in an equivalent form as an optimal control problem with state constraints for an extended system, and prove that the value function, although possibly discontinuous, is the unique viscosity solution
We provide a sufficient condition which guarantees the lower-semicontinuity of the optimal solution set for a general nonlinear programming problem. It is shown that the same condition is both sufficient and necessary for convex programming problems that satisfy the Slater condition.