منابع مشابه
Maximum Process Problems in Optimal Control Theory
where c > 0 and the supremum is taken over all admissible controls v satisfying vt 2 [ 0; 1] for all t up to = inf f t > 0 j Xt = 2 (`0; `1) g with 0 < 0 < 1 and `0 < 0 < `1 given and fixed. The following control v is proved to be optimal: ’Pull as hard as possible’ that is v t = 0 if Xt < g (St) , and ’push as hard as possible’ that is v t = 1 if Xt > g (St) , where s 7! g (s) is a switching c...
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ژورنال
عنوان ژورنال: Annales de l'Institut Henri Poincaré C, Analyse non linéaire
سال: 1989
ISSN: 0294-1449
DOI: 10.1016/s0294-1449(17)30019-7