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
2001-01-01
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 in questo prodotto:
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