Viscosity solutions of HJB equations with unbounded data and characteristic points

DOI10.1007/s00245-003-0777-3zbMath1052.49027OpenAlexW2040450991MaRDI QIDQ1879296

Monica Motta

Publication date: 22 September 2004

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00245-003-0777-3

zbMATH Keywords

Hamilton-Jacobi-Bellman equationviscosity solutionimpulsive controlunbounded control problem

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Ordinary differential equations with impulses (34A37) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Boundary value problems for nonlinear first-order PDEs (35F30) Impulsive optimal control problems (49N25)

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