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 |
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| container_end_page | 1122 |
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| container_title | SIAM journal on control and optimization |
| container_volume | 24 |
| creator | SONER, H. M |
| description | 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. |
| doi_str_mv | 10.1137/0324067 |
| format | Article |
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| fulltext | fulltext |
| identifier | ISSN: 0363-0129 |
| ispartof | SIAM journal on control and optimization, 1986-11, Vol.24 (6), p.1110-1122 |
| issn | 0363-0129 1095-7138 |
| language | eng |
| recordid | cdi_proquest_miscellaneous_24215825 |
| source | SIAM Journals Online |
| subjects | Applied mathematics Applied sciences Computer science control theory systems Control theory. Systems Exact sciences and technology Neighborhoods Optimal control Viscosity |
| title | Optimal control with state-space constraint II |
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