Invariance properties of time measurable differential inclusions and dynamic programming

DOI10.1007/BF02269425zbMath0943.34011MaRDI QIDQ1972723

Richard B. Vinter, Alain Rapaport

Publication date: 13 April 2000

Published in: Journal of Dynamical and Control Systems (Search for Journal in Brave)

zbMATH Keywords

existencedynamic programmingHamilton-Jacobi equationoptimal controlsunique generalized solutionstabilizing controlsweak and strong invariance

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Ordinary differential inclusions (34A60) Control problems involving ordinary differential equations (34H05)

Related Items (5)

On the value function for nonautonomous optimal control problems with infinite horizon ⋮ Sweeping process with regular and nonregular sets. ⋮ \(L^{\infty }\) estimates on trajectories confined to a closed subset ⋮ Invariant systems with dissipative operators ⋮ Strong invariance and one-sided Lipschitz multifunctions

Cites Work

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• Optimization and nonsmooth analysis
• Remarks on Hamilton-Jacobi equations with measurable time-dependent Hamiltonians
• Lower Semicontinuous Solutions of Hamilton–Jacobi–Bellman Equations
• Hamilton–Jacobi Theory for Optimal Control Problems with Data Measurable in Time

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