On the fiber product of Young measures with application to a control problem with measures

DOI10.1007/978-4-431-68450-3_1zbMath1137.28300OpenAlexW94715538MaRDI QIDQ5692189

Charles Castaing, Paul Raynaud de Fitte

Publication date: 27 September 2005

Published in: Advances in Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-4-431-68450-3_1

zbMATH Keywords

Hamilton-Jacobi-Bellman equationviscosity solutionYoung measurefiber productrelaxed controldynamic programming principle

Mathematics Subject Classification ID

Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Spaces of measures, convergence of measures (28A33) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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