Abstract
Optimal control problem for systems governed by ordinary differential equations with continuous, switching and impulse controls are studied. It is proved that the value function of the problem is the unique viscosity solution of the corresponding Hamilton-Jacobi-Bellman system.
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Yong, J. Systems governed by ordinary differential equations with continuous, switching and impulse controls. Appl Math Optim 20, 223–235 (1989). https://doi.org/10.1007/BF01447655
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DOI: https://doi.org/10.1007/BF01447655