On consistent regularities of control and value functions (Q4351399)
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scientific article; zbMATH DE number 1053339
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| English | On consistent regularities of control and value functions |
scientific article; zbMATH DE number 1053339 |
Statements
On consistent regularities of control and value functions (English)
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25 January 1998
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Hausdorff space
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probabilistic weight function
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discrete control
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optimal control
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approximation of the Hamiltonian
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coupling regularities
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0.8182825446128845
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0.8039206862449646
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0.803438663482666
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0.7916498184204102
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The optimal control problem, when the controls are allowed to be discontinuous functions is investigated. The smoothness assumptions in this nonsmooth case on the adjoint process in deterministic and stochastic cases are discussed. Possibilities of steep generalized space-gradients of an adjoint function imply the necessity of an approximation of the Hamiltonian. The key question of such an approximation is a relationship between the control and the system state value function. Under quite general assumptions the author proves that the performance measure of the original process is determined by the control function with some possible discontinuities. The coupling regularities technique is used in the consideration.
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