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Some Properties of Constrained Viscosity Solutions of Hamilton–Jacobi–Bellman Equations

Loreti, Paola (1987), Some Properties of Constrained Viscosity Solutions of Hamilton–Jacobi–Bellman Equations, SIAM Journal on Control and Optimization, 25, 5, p. 1244-1252. http://dx.doi.org/10.1137/0325068

Type
Article accepté pour publication ou publié
Date
1987
Journal name
SIAM Journal on Control and Optimization
Volume
25
Number
5
Publisher
SIAM
Pages
1244-1252
Publication identifier
Metadata
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Author(s)
Loreti, Paola
Abstract (EN)
We consider an optimal control problem with space constraints and we show some properties of the optimal cost function. Our main result is the equality between the value functions of four optimal control problems and the constrained viscosity solution of the Hamilton–Jacobi–Bellman equation.
Subjects / Keywords
optimal control; Hamilton–Jacobi equation; relaxed control; viscosity solution; space constraints