LOWER SEMICONTINUOUS SOLUTIONS OF HAMILTON-JACOBI-BELLMAN EQUATIONS

被引：187
作者：
FRANKOWSKA, H
机构：
[1] Centre de Recherche de Mathmatiques de la Dcision, Universite de Paris-Dauphine, Paris Cx 16
来源：
SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 1993年 / 31卷 / 01期
关键词：
HAMILTON-JACOBI EQUATION; MAYERS PROBLEM; VIABILITY THEORY; VISCOSITY SOLUTION;
D O I：
10.1137/0331016
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The value function of Mayer's problem arising in optimal control is investigated, and lower semicontinuous solutions of the associated Hamilton-Jacobi-Bellman equation are defined in three (equivalent) ways. Under quite weak assumptions about the control system, the value function is the unique solution. Moreover, it is stable with respect to perturbations of the control system and the cost. It coincides with the viscosity solution whenever it is continuous.
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页码：257 / 272
页数：16
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