Lower Semicontinuous Solutions of Hamilton–Jacobi–Bellman Equations

DOI10.1137/0331016zbMath0796.49024OpenAlexW1974495512MaRDI QIDQ4695429

Hélène Frankowska

Publication date: 8 August 1993

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0331016

zbMATH Keywords

stabilitysubdifferentialsvalue functionviability theoryMayer's problemlower semicontinuous solutionscontingent solutionsHamilton-Jacobian- Bellman equation

Mathematics Subject Classification ID

Sensitivity, stability, well-posedness (49K40) Dynamic programming in optimal control and differential games (49L20) Methods involving semicontinuity and convergence; relaxation (49J45) Existence theories for optimal control problems involving ordinary differential equations (49J15) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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