Optimal Control and Semicontinuous Viscosity Solutions (Q3974483)
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scientific article; zbMATH DE number 11644
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| English | Optimal Control and Semicontinuous Viscosity Solutions |
scientific article; zbMATH DE number 11644 |
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25 June 1992
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relaxed controls
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Hamilton-Jacobi equations
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upper semicontinuous terminal data
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upper semicontinuous viscosity solution
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Optimal Control and Semicontinuous Viscosity Solutions (English)
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0.9582875
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In a previous paper [Commun. Partial Differ. Equations 15, No. 12, 1713- 1742 (1990; Zbl 0732.35014)], the authors extended the notion of viscosity solutions for Hamilton-Jacobi equations when the terminal data is only upper semicontinuous at the expense of requiring that the Hamiltonian be convex. The authors establish that for an optimal control problem with upper semicontinuous terminal data, the upper semicontinuous envelope of the value function is the unique upper semicontinuous viscosity solution of the Hamilton-Jacobi-Bellman equation for the problem.
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