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Boundary-Value Problems for Systems of Hamilton-Jacobi-Bellman Inclusions with Constraints

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Evolution Equations: Applications to Physics, Industry, Life Sciences and Economics

Part of the book series: Progress in Nonlinear Differential Equations and Their Applications ((PNLDE,volume 55))

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Abstract

It is well known that value functions of optimal control problems are solutions to Hamilton-Jacobi partial differential equation of the form

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Authors and Affiliations

  1. Réseau de Recherche Viabilité, Jeux, Contrôle, 14, rue Domat, F-75005, Paris, France

    Jean-Pierre Aubin

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  1. Jean-Pierre Aubin
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Editors and Affiliations

  1. Department of Mathematics, University of Trento, via Sommarive 14, 38050, Povo, Trento, Italy

    Mimmo Iannelli

  2. Institute of Mathematics and Informatics, University of Mons-Hainaut, 20, place du Parc, 7000, Mons, Belgium

    Günter Lumer

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Aubin, JP. (2003). Boundary-Value Problems for Systems of Hamilton-Jacobi-Bellman Inclusions with Constraints. In: Iannelli, M., Lumer, G. (eds) Evolution Equations: Applications to Physics, Industry, Life Sciences and Economics. Progress in Nonlinear Differential Equations and Their Applications, vol 55. Birkhäuser, Basel. https://doi.org/10.1007/978-3-0348-8085-5_3

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  • DOI: https://doi.org/10.1007/978-3-0348-8085-5_3

  • Publisher Name: Birkhäuser, Basel

  • Print ISBN: 978-3-0348-9433-3

  • Online ISBN: 978-3-0348-8085-5

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