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dc.contributor.authorCardaliaguet, Pierre
dc.contributor.authorQuincampoix, Marc
dc.contributor.authorSaint-Pierre, Patrick
dc.date.accessioned2011-08-30T14:31:30Z
dc.date.available2011-08-30T14:31:30Z
dc.date.issued2000
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/6896
dc.language.isoenen
dc.subjectviabilityen
dc.subjectoptimal controlen
dc.subjectvalue functionen
dc.subject.ddc519en
dc.titleNumerical Schemes for Discontinuous Value Functions of Optimal Controlen
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenIn this paper we explain that various (possibly discontinuous) value functions for optimal control problem under state-constraints can be approached by a sequence of value functions for suitable discretized systems. The key- point of this approach is the characterization of epigraphs of the value functions as suitable viability kernels. We provide new results for estimation of the convergence rate of numerical schemes and discuss conditions for the convergence of discrete optimal controls to the optimal control for the initial problem.en
dc.relation.isversionofjnlnameSet-Valued Analysis
dc.relation.isversionofjnlvol8en
dc.relation.isversionofjnlissue1-2en
dc.relation.isversionofjnldate2000
dc.relation.isversionofjnlpages111-126en
dc.relation.isversionofdoihttp://dx.doi.org/10.1023/A:1008774508738en
dc.description.sponsorshipprivateouien
dc.relation.isversionofjnlpublisherSpringeren
dc.subject.ddclabelProbabilités et mathématiques appliquéesen


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