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.
机构:
Univ Penn, Dept Math, David Rittenhouse Lab, 209 South 33rd St, Philadelphia, PA 19104 USAUniv Penn, Dept Math, David Rittenhouse Lab, 209 South 33rd St, Philadelphia, PA 19104 USA
机构:
King Abdullah Univ Sci & Technol KAUST, CEMSE Div, Thuwal 239556900, Saudi ArabiaKing Abdullah Univ Sci & Technol KAUST, CEMSE Div, Thuwal 239556900, Saudi Arabia
Gomes, Diogo A.
Mitake, Hiroyoshi
论文数: 0引用数: 0
h-index: 0
机构:
Univ Tokyo, Grad Sch Math Sci, Meguro Ku, 3-8-1 Komaba, Tokyo 1538914, JapanKing Abdullah Univ Sci & Technol KAUST, CEMSE Div, Thuwal 239556900, Saudi Arabia
Mitake, Hiroyoshi
Tran, Hung, V
论文数: 0引用数: 0
h-index: 0
机构:
Univ Wisconsin, Dept Math, Van Vleck Hall,480 Lincoln Dr, Madison, WI 53706 USAKing Abdullah Univ Sci & Technol KAUST, CEMSE Div, Thuwal 239556900, Saudi Arabia
机构:
Department of Mathematics & Statistics, University of Calgary, 2500 University Drive NW, Calgary,AB,T2N 1N4, CanadaDepartment of Mathematics & Statistics, University of Calgary, 2500 University Drive NW, Calgary,AB,T2N 1N4, Canada