On Reflecting Boundary Problem for Optimal Control
Oana‐Silvia Serea · SIAM Journal on Control and Optimization · 2003
This paper deals with Mayer's problem for controlled systems with reflection on the boundary of a closed subset K. The main result is the characterization of the possibly discontinuous value function in terms of a unique solution in a suitable sense to a partial differential equation of Hamilton--Jacobi--Bellman type.