کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
9503104 1339555 2005 16 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
On singularities of value function for Bolza optimal control problem
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز ریاضی
پیش نمایش صفحه اول مقاله
On singularities of value function for Bolza optimal control problem
چکیده انگلیسی
We study the set of points of nondifferentiability, called the singular set, of the value function of a Bolza optimal control problem. The value function is a viscosity solution to an associated Hamilton-Jacobi equation. The method of characteristics associates to this equation a Hamiltonian system, that in turn can be used to study the propagation of singularities of the value function. In particular, we obtain an extension of the Rankine-Hugoniot type condition, which is well-known in the conservation law theory.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Mathematical Analysis and Applications - Volume 306, Issue 2, 15 June 2005, Pages 714-729
نویسندگان
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