Verification Theorems for Hamilton-Jacobi-Bellman equations
Optimization and Control
2007-05-23 v2
Abstract
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 satisfies some suitable weak continuity assumptions and a Hamilton-Jacobi-Bellman inequality outside a countably -rectifiable set, then it is lower or equal to the value function. These results can be used for optimal synthesis approach.
Keywords
Cite
@article{arxiv.math/0109034,
title = {Verification Theorems for Hamilton-Jacobi-Bellman equations},
author = {Mauro Garavello},
journal= {arXiv preprint arXiv:math/0109034},
year = {2007}
}
Comments
29 pages, 3 figure