Optimal Control with State-Space Constraint I

We investigate the optimal value of a deterministic control problem with state space constraint. We show that the optimal value function is the only viscosity subsolution, on the open domain, and the viscosity supersolution, on the closed domain, of the corresponding Bellman equation. Finally, the u...

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Veröffentlicht in:SIAM journal on control and optimization 1986-05, Vol.24 (3), p.552-561
1. Verfasser: Soner, Halil Mete
Format: Artikel
Sprache:eng
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Zusammenfassung:We investigate the optimal value of a deterministic control problem with state space constraint. We show that the optimal value function is the only viscosity subsolution, on the open domain, and the viscosity supersolution, on the closed domain, of the corresponding Bellman equation. Finally, the uniform continuity of the optimal value function is obtained under an assumption on the vector field.
ISSN:0363-0129
1095-7138
DOI:10.1137/0324032