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Optimal control problems with upper semicontinuous Hamiltonians

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EN
In this paper we give examples of value functions in Bolza problem that are not bilateral or viscosity solutions and an example of a smooth value function that is even not a classic solution (in particular, it can be neither the viscosity nor the bilateral solution) of Hamilton-Jacobi-Bellman equation with upper semicontinuous Hamiltonian. Good properties of value functions motivate us to introduce approximate solutions of equations with such type Hamiltonians. We show that the value function is the unique approximate solution.
Twórcy
  • Faculty of Mathematics and Computer Science, Nicolaus Copernicus University, Chopina 12/18, 87-100 Toruń, Poland
Bibliografia
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Bibliografia
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bwmeta1.element.bwnjournal-article-doi-10_7151_dmdico_1113
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