论文信息 - Optimal control with state-space constraint I

Optimal control with state-space constraint I

Optimal control of piecewise deterministic processes with state space constraint is studied. Under appropriate assumptions, it is shown that the optimal value function is the only viscosity solution on the open domain which is also a supersolution on the closed domain. Finally, the uniform continuity of the value function is obtained under a condition on the deterministic drift.

H. Soner

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