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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
Nom de la revue
SIAM Journal on Control and Optimization
Volume
25
Numéro
5
Éditeur
SIAM
Pages
1244-1252
Identifiant publication
Métadonnées
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Auteur(s)
Loreti, Paola
Résumé (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.
Mots-clés
optimal control; Hamilton–Jacobi equation; relaxed control; viscosity solution; space constraints