Viability Solutions to Structured Hamilton–Jacobi Equations under Constraints
✍ Scribed by Aubin, Jean-Pierre
- Book ID
- 118204932
- Publisher
- Society for Industrial and Applied Mathematics
- Year
- 2011
- Tongue
- English
- Weight
- 369 KB
- Volume
- 49
- Category
- Article
- ISSN
- 0363-0129
No coin nor oath required. For personal study only.
📜 SIMILAR VOLUMES
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
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 Hamilton᎐Jacobi equation. The state constraints are given by an arbitrary closed set with possibly empty interior. In particular, Soner's inwa