In this paper we prove that a suitable modification of the definition of viscosity solution allows a characterization of the value function for a class of degenerate optimal control problems. Moreover we discuss two types of approximation of the value function: vanishing viscosity and discretization.
A characterization of the value function for a class of degenerate control problems / Camilli, Fabio. - STAMPA. - (2001), pp. 47-58. (Intervento presentato al convegno Numerical Methods for Viscosity Solutions and Applications tenutosi a Hiraklion (Creta)) [10.1142/9789812799807_0003].
A characterization of the value function for a class of degenerate control problems
CAMILLI, FABIO
2001
Abstract
In this paper we prove that a suitable modification of the definition of viscosity solution allows a characterization of the value function for a class of degenerate optimal control problems. Moreover we discuss two types of approximation of the value function: vanishing viscosity and discretization.File allegati a questo prodotto
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