Abstract
This paper studies, in the context of separable metric spaces, the stable convergence of the fiber product for Young measures with applications to a control problem governed by an ordinary differential equations where the controls are Young measures. Essentially we study some variational properties of the value functions and the existence of quasi-saddle points of these functions which occurs in this dynamic control problem, and also their link with the viscosity solution of the associated Hamilton-Jacobi-Bellman equation.
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Castaing, C., de Fitte, P.R. (2004). On the fiber product of Young measures with application to a control problem with measures. In: Kusuoka, S., Maruyama, T. (eds) Advances in Mathematical Economics. Advances in Mathematical Economics, vol 6. Springer, Tokyo. https://doi.org/10.1007/978-4-431-68450-3_1
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DOI: https://doi.org/10.1007/978-4-431-68450-3_1
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