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dc.contributor.authorFrankowska, Halina
dc.date.accessioned2014-12-15T09:15:19Z
dc.date.available2014-12-15T09:15:19Z
dc.date.issued1993
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/14415
dc.language.isoenen
dc.subjectHamilton–Jacobi equationen
dc.subjectMayer’s problemen
dc.subjectviability theoryen
dc.subjectviscosity solutionen
dc.titleLower semicontinuous solutions to Hamilton-Jacobi-Bellman equationsen
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenThe value function of Mayer’s problem arising in optimal control is investigated, and lower semicontinuous solutions of the associated Hamilton–Jacobi–Bellman equation are defined in three (equivalent) ways. Under quite weak assumptions about the control system, the value function is the unique solution. Moreover, it is stable with respect to perturbations of the control system and the cost. It coincides with the viscosity solution whenever it is continuous.en
dc.relation.isversionofjnlnameSIAM Journal on Control and Optimization
dc.relation.isversionofjnlvol31en
dc.relation.isversionofjnlissue1en
dc.relation.isversionofjnldate1993
dc.relation.isversionofjnlpages257-272en
dc.relation.isversionofdoihttp://dx.doi.org/10.1137/0331016en
dc.relation.isversionofjnlpublisherSIAMen
dc.relation.forthcomingnonen
dc.relation.forthcomingprintnonen


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