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

dc.contributor.author	Loreti, Paola
dc.date.accessioned	2014-05-02T12:44:19Z
dc.date.available	2014-05-02T12:44:19Z
dc.date.issued	1987
dc.identifier.uri	https://basepub.dauphine.fr/handle/123456789/13223
dc.language.iso	en	en
dc.subject	optimal control	en
dc.subject	Hamilton–Jacobi equation	en
dc.subject	relaxed control	en
dc.subject	viscosity solution	en
dc.subject	space constraints	en
dc.subject.ddc	519	en
dc.title	Some Properties of Constrained Viscosity Solutions of Hamilton–Jacobi–Bellman Equations	en
dc.type	Article accepté pour publication ou publié
dc.description.abstracten	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.	en
dc.relation.isversionofjnlname	SIAM Journal on Control and Optimization
dc.relation.isversionofjnlvol	25	en
dc.relation.isversionofjnlissue	5	en
dc.relation.isversionofjnldate	1987
dc.relation.isversionofjnlpages	1244-1252	en
dc.relation.isversionofdoi	http://dx.doi.org/10.1137/0325068	en
dc.relation.isversionofjnlpublisher	SIAM	en
dc.subject.ddclabel	Probabilités et mathématiques appliquées	en
dc.relation.forthcoming	non	en
dc.relation.forthcomingprint	non	en

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