Optimal control with state-space constraint II

Optimal control with state-space constraint II

Optimal control of piecewise deterministic processes with state space constraint is studied. Under appropriate assumptions, it is shown that the optimal value function is the only viscosity solution on the open domain which is also a supersolution on the closed domain. Finally, the uniform continuit...

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Veröffentlicht in:SIAM journal on control and optimization 1986-11, Vol.24 (6), p.1110-1122
1. Verfasser: SONER, H. M
Format: Artikel
Sprache:eng
Schlagworte:
Applied mathematics
Applied sciences
Computer science
control theory
systems
Control theory. Systems
Exact sciences and technology
Neighborhoods
Optimal control
Viscosity
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Zusammenfassung:Optimal control of piecewise deterministic processes with state space constraint is studied. Under appropriate assumptions, it is shown that the optimal value function is the only viscosity solution on the open domain which is also a supersolution on the closed domain. Finally, the uniform continuity of the value function is obtained under a condition on the deterministic drift.
ISSN:0363-0129
1095-7138
DOI:10.1137/0324067