Semicontinuous solutions of Hamilton-Jacobi-Bellman equations with degenerate state constraints

Authors
Frankowska, H Plaskacz, S
Citation
H. Frankowska et S. Plaskacz, Semicontinuous solutions of Hamilton-Jacobi-Bellman equations with degenerate state constraints, J MATH ANAL, 251(2), 2000, pp. 818-838
Citations number
17
Categorie Soggetti
Mathematics
Journal title
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS
ISSN journal
0022247X → ACNP
Volume
251
Issue
2
Year of publication
2000
Pages
818 - 838
Database
ISI
SICI code
0022-247X(20001115)251:2<818:SSOHEW>2.0.ZU;2-T
Abstract
In this paper, the value function of a Bolza optimal control problem with s tate constraints is characterized as the unique lower semicontinuous soluti on of a Hamilton-Jacobi equation. The state constraints are given by an arb itrary closed set with possibly empty interior. In particular, Soner's inwa rd pointing condition is extended here to the case of degenerate state cons traints. (C) 2000 Academic Press.