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
The Hamilton-Jacobi-Bellman equation with a gradient constraint
✍ Scribed by Naoki Yamada
- Publisher
- Elsevier Science
- Year
- 1988
- Tongue
- English
- Weight
- 592 KB
- Volume
- 71
- Category
- Article
- ISSN
- 0022-0396
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