TY - JOUR
T1 - On the Bellman equations with varying control
AU - Koike, Shigeaki
N1 - Copyright:
Copyright 2020 Elsevier B.V., All rights reserved.
PY - 1996/2
Y1 - 1996/2
N2 - The value function is presented by minimisation of a cost functional over admissible controls. The associated first order Bellman equations with varying control are treated. It turns out that the value function is a viscosity solution of the Bellman equation and the comparison principle holds, which is an essential tool in obtaining the uniqueness of the viscosity solutions.
AB - The value function is presented by minimisation of a cost functional over admissible controls. The associated first order Bellman equations with varying control are treated. It turns out that the value function is a viscosity solution of the Bellman equation and the comparison principle holds, which is an essential tool in obtaining the uniqueness of the viscosity solutions.
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U2 - 10.1017/s0004972700016713
DO - 10.1017/s0004972700016713
M3 - Article
AN - SCOPUS:0039926045
SN - 0004-9727
VL - 53
SP - 51
EP - 62
JO - Bulletin of the Australian Mathematical Society
JF - Bulletin of the Australian Mathematical Society
IS - 1
ER -