Skip to Main content Skip to Navigation
Journal articles

Reflected dynamics: Viscosity analysis for L ∞ cost, relaxation and abstract dynamic programming

Abstract : We study an optimal control problem consisting in minimizing the L ∞ norm of a Borel measurable cost function, in finite time, and over all trajectories associated with a controlled dynamics which is reflected in a compact prox-regular set. The first part of the paper provides the viscosity characterization of the value function for uniformly continuous costs. The second part is concerned with linear programming formulations of the problem and the ensued byproducts as e.g. dynamic programming principle for merely measurable costs.
Document type :
Journal articles
Complete list of metadata

https://hal-upec-upem.archives-ouvertes.fr/hal-03214190
Contributor : Dan Goreac Connect in order to contact the contributor
Submitted on : Friday, April 30, 2021 - 10:45:58 PM
Last modification on : Tuesday, October 19, 2021 - 4:10:47 PM
Long-term archiving on: : Saturday, July 31, 2021 - 7:35:17 PM

File

GoreacHacheichiSerea_LinfRefl_...
Files produced by the author(s)

Identifiers

Collections

`

Citation

Dan Goreac, Hadjer Hechaichi, Oana-Silvia Serea. Reflected dynamics: Viscosity analysis for L ∞ cost, relaxation and abstract dynamic programming. Journal of Differential Equations, Elsevier, 2021, 290, pp.78-115. ⟨10.1016/j.jde.2021.04.024⟩. ⟨hal-03214190⟩

Share

Metrics

Record views

45

Files downloads

47