## Optimal control and semicontinuous viscosity solutions

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- by E. N. Barron and R. Jensen PDF
- Proc. Amer. Math. Soc.
**113**(1991), 397-402 Request permission

## Abstract:

We study the value function for an optimal control problem with upper semicontinuous terminal data. We prove that the upper semicontinuous envelope of the value function is the unique semicontinuous viscosity solution of the Bellman equation and that it coincides with the value function obtained when using relaxed controls.## References

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## Additional Information

- © Copyright 1991 American Mathematical Society
- Journal: Proc. Amer. Math. Soc.
**113**(1991), 397-402 - MSC: Primary 49L25; Secondary 49J45
- DOI: https://doi.org/10.1090/S0002-9939-1991-1076572-8
- MathSciNet review: 1076572