Optimality principles and representation formulas for viscosity solutions of Hamilton-Jacobi equations. II. Equations of control problems with state constraints

Publication date: 26 January 2003

Published in: Differential and Integral Equations (Search for Journal in Brave)

stability state constraints Hamilton-Jacobi equation payoff value function optimality principles controlled dynamic system viscosity super and subsolutions

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Nonlinear first-order PDEs (35F20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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