Skip to Main content Skip to Navigation
Reports

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.
Document type :
Reports
Complete list of metadata

https://hal.inria.fr/inria-00074849
Contributor : Rapport de Recherche Inria <>
Submitted on : Wednesday, May 24, 2006 - 4:34:19 PM
Last modification on : Thursday, February 11, 2021 - 2:50:07 PM
Long-term archiving on: : Tuesday, April 12, 2011 - 7:42:05 PM

Identifiers

  • HAL Id : inria-00074849, version 1

Collections

Citation

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⟩

Share

Metrics

Record views

180

Files downloads

202