Measurable Viability Theorems and the Hamilton-Jacobi-Bellman Equation
نویسندگان
چکیده
منابع مشابه
Verification Theorems for Hamilton--Jacobi--Bellman Equations
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 H-rectifiable set, then it is lower or equal to the value function. These results can be used for opt...
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ژورنال
عنوان ژورنال: Journal of Differential Equations
سال: 1995
ISSN: 0022-0396
DOI: 10.1006/jdeq.1995.1036