Verification theorems for Hamilton-Jacobi-Bellman equations

被引:1
|
作者
Garavello, M [1 ]
机构
[1] SISSA, ISAS, I-34014 Trieste, Italy
关键词
verification theorem; optimal control; HJB equation; value function; viscosity solution;
D O I
10.1137/S0363012902392688
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
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-n-rectifiable set, then it is lower than or equal to the value function. These results can be used for optimal synthesis approach.
引用
收藏
页码:1623 / 1642
页数:20
相关论文
共 50 条
  • [1] Hamilton-Jacobi-Bellman Equations
    Festa, Adriano
    Guglielmi, Roberto
    Hermosilla, Christopher
    Picarelli, Athena
    Sahu, Smita
    Sassi, Achille
    Silva, Francisco J.
    OPTIMAL CONTROL: NOVEL DIRECTIONS AND APPLICATIONS, 2017, 2180 : 127 - 261
  • [2] ON THE HAMILTON-JACOBI-BELLMAN EQUATIONS
    LIONS, PL
    ACTA APPLICANDAE MATHEMATICAE, 1983, 1 (01) : 17 - 41
  • [3] DEGENERATE HAMILTON-JACOBI-BELLMAN EQUATIONS
    LIONS, PL
    COMPTES RENDUS HEBDOMADAIRES DES SEANCES DE L ACADEMIE DES SCIENCES SERIE A, 1979, 289 (05): : 329 - 332
  • [4] STOCHASTIC HAMILTON-JACOBI-BELLMAN EQUATIONS
    PENG, SG
    SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1992, 30 (02) : 284 - 304
  • [5] Hamilton-Jacobi-Bellman equations and optimal control
    Dolcetta, IC
    VARIATIONAL CALCULUS, OPTIMAL CONTROL AND APPLICATIONS, 1998, 124 : 121 - 132
  • [6] NONLINEAR POTENTIALS FOR HAMILTON-JACOBI-BELLMAN EQUATIONS
    NOSOVSKIJ, GV
    ACTA APPLICANDAE MATHEMATICAE, 1993, 30 (02) : 101 - 123
  • [7] Hamilton-Jacobi-Bellman equations on time scales
    Department of Mathematics, Guizhou University, Guiyang, 550025, China
    不详
    Math. Comput. Model., 9-10 (2019-2028):
  • [8] Hamilton-Jacobi-Bellman equations on time scales
    Zhan, Zaidong
    Wei, Wei
    Xu, Honglei
    MATHEMATICAL AND COMPUTER MODELLING, 2009, 49 (9-10) : 2019 - 2028
  • [9] A relaxation scheme for Hamilton-Jacobi-Bellman equations
    Zhou, Shuzi
    Zou, Zhanyong
    APPLIED MATHEMATICS AND COMPUTATION, 2007, 186 (01) : 806 - 813
  • [10] MULTIGRID METHODS FOR HAMILTON-JACOBI-BELLMAN EQUATIONS
    HOPPE, RHW
    NUMERISCHE MATHEMATIK, 1986, 49 (2-3) : 239 - 254