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.
|Original language||English (US)|
|Number of pages||13|
|Journal||SIAM Journal on Control and Optimization|
|State||Published - Jan 1 1986|
All Science Journal Classification (ASJC) codes
- Control and Optimization
- Applied Mathematics