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Proceedings of the American Mathematical Society

Published by the American Mathematical Society, the Proceedings of the American Mathematical Society (PROC) is devoted to research articles of the highest quality in all areas of pure and applied mathematics.

ISSN 1088-6826 (online) ISSN 0002-9939 (print)

The 2020 MCQ for Proceedings of the American Mathematical Society is 0.85.

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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.
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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