Boundary-value problems for systems of Hamilton-Jacobi-Bellman inclusions with constraints. (Q4431973)
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scientific article; zbMATH DE number 1996144
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| English | Boundary-value problems for systems of Hamilton-Jacobi-Bellman inclusions with constraints. |
scientific article; zbMATH DE number 1996144 |
Statements
2003
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optimal control
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Hamilton-Jacobi inclusion
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boundary value problem
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differential inclusion
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macroeconomics
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hybrid system
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impulsive control
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0.9133934378623962
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0.8971928954124451
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0.8971927762031555
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0.819221556186676
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Boundary-value problems for systems of Hamilton-Jacobi-Bellman inclusions with constraints. (English)
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Motivated by some sources arising in economics, theory of hybrid systems and impulsive control, the author considers the problem of existence of a unique multivalued solution \(V(t,x)\) of the following control problem : \((1)\) \(\exists u \in P(x,V(t,x))\) such that \(0 \in "-\frac{\partial}{\partial t}V(t,x) + \frac{\partial}{\partial x}V(t,x)f(x,V(t,x),u)" - g(x,V(t,x),u)\) and \((2)\) \(\forall u \in P(x,V(t,x)):\,\, 0 \in "\frac{\partial}{\partial t}V(t,x) - \frac{\partial}{\partial x}V(t,x)f(x,V(t,x),u)" + g(x,V(t,x),u)\) satisfying the initial condition \(V(0,x) = \Phi (0,x)\) and the constraints \(\Phi (t,x) \subset V(t,x) \subset \Psi (t,x)\) where the derivatives \("..."\) have a special sense. In some particular cases, the explicit formulas for the solution are presented. For the entire collection see [Zbl 1018.00011].
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