Lower semicontinuous solutions to Hamilton-Jacobi-Bellman equations
Hélène Frankowska · 2002
The author investigates the value function of Mayer's problem arising in optimal control, and provides three equivalent definitions of lower semicontinuous solutions of the associated Hamilton-Jacobi-Bellman equation. Under quite weak assumptions about the control system, the value function is the unique solution. It coincides with the viscosity solution whenever it is continuous.>