1997 | OriginalPaper | Buchkapitel
Optimal control problems with continuous value functions: unrestricted state space
verfasst von : Martino Bardi, Italo Capuzzo-Dolcetta
Erschienen in: Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations
Verlag: Birkhäuser Boston
Enthalten in: Professional Book Archive
Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.
Wählen Sie Textabschnitte aus um mit Künstlicher Intelligenz passenden Patente zu finden. powered by
Markieren Sie Textabschnitte, um KI-gestützt weitere passende Inhalte zu finden. powered by
In this Chapter we consider several optimal control problems whose value function is defined and continuous on the whole space ℝN. This setting is suitable for those problems where no a priori constraint is imposed on the state of the control system. For all the problems considered we establish the Dynamic Programming Principle and derive from it the appropriate Hamilton-Jacobi-Bellman equation for the value function. This allows us to apply the theory of Chapter II, and some extensions of it, to prove that the value function can in fact be characterized as the unique viscosity solution of the corresponding Hamilton-Jacobi-Bellman equation.