Reflected dynamics: Viscosity analysis for L∞ cost, relaxation and abstract dynamic programming
| Autor: | Oana Silvia Serea, Hadjer Hechaichi, Dan Goreac |
|---|---|
| Rok vydání: | 2021 |
| Předmět: |
Linear programming
Applied Mathematics 010102 general mathematics Optimal control 01 natural sciences 010101 applied mathematics Dynamic programming Bellman equation Viscosity (programming) Norm (mathematics) Applied mathematics Relaxation (approximation) 0101 mathematics Borel measure Analysis Mathematics |
| Zdroj: | Journal of Differential Equations. 290:78-115 |
| ISSN: | 0022-0396 |
| DOI: | 10.1016/j.jde.2021.04.024 |
| Popis: | We study an optimal control problem consisting in minimizing the L ∞ norm of a Borel measurable cost function, in finite time, and over all trajectories associated with a controlled dynamics which is reflected in a compact prox-regular set. The first part of the paper provides the viscosity characterization of the value function for uniformly continuous costs. The second part is concerned with linear programming formulations of the problem and the ensued by-products as e.g. dynamic programming principle for merely measurable costs. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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