Semicontinuous Solutions of HamiltonโJac
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Hรฉlรจne Frankowska; Sลawomir Plaskacz
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Article
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2000
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Elsevier Science
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English
โ 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 HamiltonแJacobi equation. The state constraints are given by an arbitrary closed set with possibly empty interior. In particular, Soner's inwa