Reflected dynamics: viscosity analysis for \(\mathbb{L}^\infty\) cost, relaxation and abstract dynamic programming (Q2034003)
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| Language | Label | Description | Also known as |
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| English | Reflected dynamics: viscosity analysis for \(\mathbb{L}^\infty\) cost, relaxation and abstract dynamic programming |
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Reflected dynamics: viscosity analysis for \(\mathbb{L}^\infty\) cost, relaxation and abstract dynamic programming (English)
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18 June 2021
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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.
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dynamic programming
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viscosity analysis
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