NDLI: On the Bellman equation for some unbounded control problems

Content Provider	Springer Nature Link
Author	Bardi, Marti Da Lio, Francesca
Copyright Year	1997
Abstract	We consider a class of finite horizon optimal control problems with unbounded data for nonlinear systems, which includes the Linear-Quadratic (LQ) problem. We give comparison results between the value function and viscosity sub- and supersolutions of the Bellman equation, and prove uniqueness for this equation among locally Lipschitz functions bounded below. As an application we show that an optimal control for the LQ problem is nearly optimal for a large class of small unbounded nonlinear and non-quadratic perturbations of the same problem.
Starting Page	491
Ending Page	510
Page Count	20
File Format	PDF
ISSN	10219722
Journal	Nonlinear Differential Equations and Applications NoDEA
Volume Number	4
Issue Number	4
e-ISSN	14209004
Language	English
Publisher	Birkhäuser Verlag
Publisher Date	1997-10-01
Publisher Place	Basel
Access Restriction	One Nation One Subscription (ONOS)
Content Type	Text
Resource Type	Article
Subject	Applied Mathematics Analysis

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On the Bellman equation for some unbounded control problems