On relations of the adjoint state to the value function for optimal control problems with state constraints
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Publication:2393610
DOI10.1007/s00030-012-0183-0zbMath1269.49035OpenAlexW2061402583MaRDI QIDQ2393610
Marco Mazzola, Hélène Frankowska
Publication date: 8 August 2013
Published in: NoDEA. Nonlinear Differential Equations and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00030-012-0183-0
sensitivityoptimal controlmaximum principledifferential inclusionvalue functionstate constraintco-state
Sensitivity, stability, well-posedness (49K40) Ordinary differential inclusions (34A60) Optimality conditions for problems involving relations other than differential equations (49K21)
Related Items (22)
Second-Order Sensitivity Relations and Regularity of the Value Function for Mayer's Problem in Optimal Control ⋮ Value function, relaxation, and transversality conditions in infinite horizon optimal control ⋮ \(L^{\infty }\) estimates on trajectories confined to a closed subset, for control systems with bounded time variation ⋮ Dynamic programming principle of control systems on manifolds and its relations to maximum principle ⋮ Relationship between the maximum principle and dynamic programming for minimax problems ⋮ On the Set of Points of Smoothness for the Value Function of Affine Optimal Control Problems ⋮ A relaxation result for state constrained inclusions in infinite dimension ⋮ Relationships between the maximum principle and dynamic programming for infinite dimensional stochastic control systems ⋮ Optimality Conditions (in Pontryagin Form) ⋮ Feasible perturbations of control systems with pure state constraints and applications to second-order optimality conditions ⋮ Infinite Horizon Optimal Control of Non-Convex Problems Under State Constraints ⋮ Normality and nondegeneracy for optimal control problems with state constraints ⋮ Distance estimates for state constrained trajectories of infinite dimensional differential inclusions ⋮ Necessary conditions for infinite horizon optimal control problems with state constraints ⋮ The Minimum Time Function for the Controlled Moreau's Sweeping Process ⋮ Existence and characterization of the values of two player differential games with state constraints ⋮ Linear estimates for trajectories of state-constrained differential inclusions and normality conditions in optimal control ⋮ Relationship between maximum principle and dynamic programming in presence of intermediate and final state constraints ⋮ Sensitivity relations for the Mayer problem with differential inclusions ⋮ Improved sensitivity relations in state constrained optimal control ⋮ Stability of solutions to Hamilton-Jacobi equations under state constraints ⋮ State constrained \(L^\infty\) optimal control problems interpreted as differential games
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