On unbounded solutions of Bellman's equation associated with optimal switching control problems with state constraints

DOI10.1007/BF01182554zbMath0809.49024MaRDI QIDQ1343721

E. Rofman, Roberto L. V. González

Publication date: 31 January 1995

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

zbMATH Keywords

state constraintsBellman equationHamilton-Jacobi equationviscosity solutionunbounded solutionsquasi-variational inequalityoptimal switching control problemproduction engineering

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Existence of optimal solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49J30) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Optimality conditions for problems involving ordinary differential equations (49K15) Hamilton-Jacobi theories (49L99)

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Cites Work

• Nonlinear elliptic equations with singular boundary conditions and stochastic control with state constraints. I: The model problem
• Some Properties of Viscosity Solutions of Hamilton-Jacobi Equations
• Hamilton-Jacobi Equations with State Constraints
• Optimal Switching for Ordinary Differential Equations
• Unnamed Item