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Reports (Research Report) Year : 1992

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

Roberto L. Gonzalez
  • Function : Author

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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Other [cs.OH]
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Dates and versions

inria-00074849 , version 1 (24-05-2006)

Identifiers

  • HAL Id : inria-00074849 , version 1

Cite

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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