Reflected dynamics: viscosity analysis for \(\mathbb{L}^\infty\) cost, relaxation and abstract dynamic programming
In this paper, under suitable hypotheses, the authors investigate an optimal control problem of minimizing the \(L^{\infty}\) norm for a Borel measureable objective function. More precisely, a viscosity characterization associated with the value function is provided. Also, some linear programming formulations of the considered control problem are established.
scientific article; zbMATH DE number 7361022
scientific article