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