Answers are grounded in this paper and cite their sources.
The first-order Hamilton–Jacobi–Bellman equation associated with the state constraint problem for optimal control is studied. Instead of the boundary condition which Soner introduced, a new and appropriate boundary condition for the PDE is proposed. The uniqueness and Lipschitz continuity of viscosity solutions for the boundary value problem are obtained.
No takes yet. Share an insight, caveat, or question.
Ishii et al. (1996) studied this question.
Synapse has enriched 10 related papers. Consider them for comparative context: