Verification theorems for Hamilton-Jacobi-Bellman equations

被引：1
|
作者：
Garavello, M [1 ]
机构：
[1] SISSA, ISAS, I-34014 Trieste, Italy
来源：
SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 2003年 / 42卷 / 05期
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
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