Weak dynamic programming for generalized state constraints

SIAM Journal on Control and Optimization

Volumn 50, Issue 6, 2012, Pages 3344-3373

  Bouchard, Bruno ^a   Nutz, Marcel ^b  

^a UNIVERSITÉ PARIS DAUPHINE   (France)

^b Och Spine at New York Presbyterian Hospitals   (United States)

Author keywords

Comparison theorem; Expectation constraint; Hamilton Jacobi Bellman equation; State constraint; Viscosity solution; Weak dynamic programming

Indexed keywords

COMPARISON THEOREM; EXPECTATION CONSTRAINT; HAMILTON JACOBI BELLMAN EQUATION; STATE CONSTRAINTS; VISCOSITY SOLUTIONS;

CONTROL THEORY; OPTIMAL CONTROL SYSTEMS;

DYNAMIC PROGRAMMING;

EID: 84871598940     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/110852942     Document Type: Article

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