OPTIMAL-CONTROL AND SEMICONTINUOUS VISCOSITY SOLUTIONS

被引：40

作者：

BARRON, EN

JENSEN, R

机构：

来源：

PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY | 1991年 / 113卷 / 02期

关键词：

OPTIMAL CONTROL; SEMICONTINUOUS DATA; SEMICONTINUOUS VISCOSITY SOLUTIONS; RELAXED CONTROLS;

D O I：

10.2307/2048524

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We study the value function for an optimal control problem with upper semicontinuous terminal data. We prove that the upper semicontinuous envelope of the value function is the unique semicontinuous viscosity solution of the Bellman equation and that it coincides with the value function obtained when using relaxed controls.

引用

页码：397 / 402

页数：6