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The method of lyapunov functions in the study of continuous algorithms of mathematical programming

โœ Scribed by V.I. Venets; M.V. Rybashov


Publisher
Elsevier Science
Year
1977
Weight
812 KB
Volume
17
Category
Article
ISSN
0041-5553

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The value functions of singularly pertur
โœ N.N. Subbotina ๐Ÿ“‚ Article ๐Ÿ“… 2007 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 247 KB

The Dirichlet problems for singularly perturbed Hamilton-Jacobi-Bellman equations are considered. Some impulse variables in the Hamiltonians have coefficients with a small parameter of singularity ฮต in denominators. The research appeals to the theory of minimax solutions to HJEs. Namely, for any ฮต