Verification Theorems for Hamilton--Jacobi--Bellman Equations

DOI10.1137/S0363012902392688zbMath1048.49014arXivmath/0109034MaRDI QIDQ4443057

Mauro Garavello

Publication date: 8 January 2004

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0109034

zbMATH Keywords

optimal controlviscosity solutionHJB equationvalue functionverification theorem

Mathematics Subject Classification ID

Control/observation systems governed by ordinary differential equations (93C15) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Optimality conditions for problems involving ordinary differential equations (49K15)

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