On Reflecting Boundary Problem for Optimal Control

Oana-Silvia Serea (1)

1 LM-Brest - Laboratoire de Mathématiques

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.

Mots clés: control of variational inequality; boundary reflection; viscosity solutions

Domaines: Mécanique des structures [physics.class-ph]

Oana-Silvia Serea. On Reflecting Boundary Problem for Optimal Control. SIAM Journal on Control and Optimization, 2003, 42 (2), pp.559 - 575. ⟨10.1137/S0363012901395935⟩. ⟨hal-01660024⟩