English

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 WW satisfies some suitable weak continuity assumptions and a Hamilton-Jacobi-Bellman inequality outside a countably Hn\mathcal H^n-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