Title :
Lower semicontinuous solutions to Hamilton-Jacobi-Bellman equations
Author :
Frankowska, Hélène
Author_Institution :
CEREMADE, Univ. de Paris-Dauphine, France
Abstract :
The author investigates the value function of Mayer´s problem arising in optimal control, and provides three equivalent definitions of lower semicontinuous solutions of the associated Hamilton-Jacobi-Bellman equation. Under quite weak assumptions about the control system, the value function is the unique solution. It coincides with the viscosity solution whenever it is continuous
Keywords :
optimal control; partial differential equations; Hamilton-Jacobi-Bellman equations; Mayer´s problem; lower semicontinuous solutions; optimal control; unique solution; value function; viscosity solution; weak assumptions; Chromium; Control systems; Differential equations; Equations; Jacobian matrices; Optimal control; Trajectory; Viscosity;
Conference_Titel :
Decision and Control, 1991., Proceedings of the 30th IEEE Conference on
Conference_Location :
Brighton
Print_ISBN :
0-7803-0450-0
DOI :
10.1109/CDC.1991.261303
