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Cocv 2010 16 3 744 0 by saiganesh.k is a document available to read on EtoBox.

This article explores the optimal control of state equations with memory, demonstrating that the value function is the unique viscosity solution of a Hamilton-Jacobi-Bellman equation. The authors utilize dynamic programming principles to address the complexities of inifinite-dimensional systems and establish the connection between the control problem and the associated HJB equation. Key contributions include a self-contained application of viscosity solutions theory to characterize the value function for co

Author
saiganesh.k
Language
EN