Verification Theorems for Hamilton-Jacobi-Bellman equations
| dc.creator | Garavello, Mauro | |
| dc.date | 2001-09-05 | |
| dc.date | 2002-10-17 | |
| dc.date.accessioned | 2026-07-07T04:43:16Z | |
| dc.date.available | 2026-07-07T04:43:16Z | |
| dc.description | We study an optimal control problem in Bolza form and we consider the value function associated to this problem. We prove two verification theorems which ensure that, if a function $W$ satisfies some suitable weak continuity assumptions and a Hamilton-Jacobi-Bellman inequality outside a countably $\mathcal H^n$-rectifiable set, then it is lower or equal to the value function. These results can be used for optimal synthesis approach. | |
| dc.description | 29 pages, 3 figure | |
| dc.identifier | https://arxiv.org/abs/math/0109034 | |
| dc.identifier | http://arxiv.org/abs/math/0109034 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/62149 | |
| dc.subject | Optimization and Control | |
| dc.subject | 49K15;93C15;49L25 | |
| dc.title | Verification Theorems for Hamilton-Jacobi-Bellman equations | |
| dc.type | text |