Viscosity Solutions of the Bellman Equation for Exit Time Optimal Control Problems with Non-Lipschitz Dynamics
β Scribed by Malisoff, Michael
- Book ID
- 115519062
- Publisher
- EDP Sciences
- Year
- 2001
- Tongue
- English
- Weight
- 343 KB
- Volume
- 6
- Category
- Article
- ISSN
- 1292-8119
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
In a series of papers, we proved theorems characterizing the value function in exit time optimal control as the unique viscosity solution of the corresponding Bellman equation that satisΓΏes appropriate side conditions. The results applied to problems which satisfy a positivity condition on the integ
The problem of controlling the oscillations of a mathematical pendulum is considered. The overall control resource is subject to an integral constraint: the modulus of the control function to an arbitrary non-negative power (greater than or equal to unity) is a summable function over a specified tim