On unbounded solutions of Bellman's equation associated to optimal switching control problems with state constraints

Abstract : We study a QVI system with unbounded solutions. It represents the Bellman equation associated to an optimal switching control problem with state constraints arising from production engineering. We show that the optimal cost is the unique viscosity solution of the system.
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Rapport
[Research Report] RR-1823, INRIA. 1992
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https://hal.inria.fr/inria-00074849
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Dernière modification le : vendredi 16 septembre 2016 - 15:11:56
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Roberto L. Gonzalez, Edmundo Rofman. On unbounded solutions of Bellman's equation associated to optimal switching control problems with state constraints. [Research Report] RR-1823, INRIA. 1992. 〈inria-00074849〉

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