全部 标题 作者
关键词 摘要

OALib Journal期刊
ISSN: 2333-9721
费用:99美元

查看量下载量

相关文章

更多...
Mathematics  2001 

Verification Theorems for Hamilton-Jacobi-Bellman equations

Full-Text   Cite this paper   Add to My Lib

Abstract:

We study an optimal control problem in Bolza form and we consider the value function associated to this problem. We prove two verification theorems which ensure that, if a function $W$ satisfies some suitable weak continuity assumptions and a Hamilton-Jacobi-Bellman inequality outside a countably $\mathcal H^n$-rectifiable set, then it is lower or equal to the value function. These results can be used for optimal synthesis approach.

Full-Text

Contact Us

service@oalib.com

QQ:3279437679

WhatsApp +8615387084133