Verification Theorems for Hamilton-Jacobi-Bellman equations

Details Verification Theorems for Hamilton-Jacobi-Bellman equations Verification Theorems for Hamilton-Jacobi-Bellman equations

2001-09-05

arxiv.org/abs/math/0109034v2

Mathematics

Optimization and Control

29 pages, 3 figure

Scientific paper

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.

Affiliated with

Also associated with

No associations

Rating

Verification Theorems for Hamilton-Jacobi-Bellman equations does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Verification Theorems for Hamilton-Jacobi-Bellman equations, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Verification Theorems for Hamilton-Jacobi-Bellman equations will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-715233