Continuity of the value function for deterministic optimal impulse control with terminal state constraint
DOI10.1051/cocv/2021101zbMath1492.49034arXiv2005.09989OpenAlexW3216085193MaRDI QIDQ5084587
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Publication date: 27 June 2022
Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2005.09989
viscosity solutionterminal state constraintoptimal impulse controlcontinuity of value functionHamilton-Jacobi-Bellman quasi-variational inequality
Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Impulsive optimal control problems (49N25) Viscosity solutions to PDEs (35D40)
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