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Variational problems of optimization of control processes with functionals depending on intermediate values of the coordinates

✍ Scribed by V.A. Troitskii

Publisher
Elsevier Science
Year
1962
Tongue
English
Weight
760 KB
Volume
26
Category
Article
ISSN
0021-8928

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The Viability Kernel Algorithm for Compu
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✍ Jean-Pierre Aubin; HΓ©lΓ¨ne Frankowska πŸ“‚ Article πŸ“… 1996 πŸ› Elsevier Science 🌐 English βš– 222 KB

We characterize in this paper the epigraph of the value function of a discounted infinite horizon optimal control problem as the viability kernel of an auxiliary differential inclusion. Then the viability kernel algorithm applied to this problem provides the value function of the discretized optimal