Local Optimality Conditions and Lipschitzian Solutions to the Hamilton–Jacobi Equation

DOI10.1137/0321052zbMath0528.49019OpenAlexW2093594045MaRDI QIDQ3310487

Frank H. Clarke, Richard B. Vinter

Publication date: 1983

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0321052

zbMATH Keywords

nonsmooth analysisnormalityHamilton-Jacobi equationLipschitzian functionslocal optimalityCaratheodory approachlocal calmness

Mathematics Subject Classification ID

Controllability (93B05) Ordinary differential inclusions (34A60) Special properties of functions of several variables, Hölder conditions, etc. (26B35) Optimality conditions for problems involving ordinary differential equations (49K15) Abstract differentiation theory, differentiation of set functions (28A15) Hamilton-Jacobi theories (49L99)

Related Items (20)

On the sufficiency of the Hamilton-Jacobi-Bellman equation for optimality of the controls in a linear optimal-time problem ⋮ Hamilton–Jacobi theory for a generalized optimal stopping time problem ⋮ Robust stochastic maximum principle for multi-model worst case optimization ⋮ Value Functions and Optimality Conditions for Nonconvex Variational Problems with an Infinite Horizon in Banach Spaces ⋮ Generalized Bellman-Hamilton-Jacobi optimality conditions for a control problem with a boundary condition ⋮ Optimal trajectories associated with a solution of the contingent Hamilton-Jacobi equation ⋮ Hamilton–Jacobi theory for hereditary control problems ⋮ Maximum principle, dynamic programming and their connection in deterministic control ⋮ Regularity, calmness and support principle ⋮ New results in the theory of multivalued mappings. I: Topological characteristics and solvability of operator relations ⋮ Qualitative properties of trajectories of control systems: a survey ⋮ The Dual Dynamic Programming ⋮ The Semigroup Property of Value Functions in Lagrange Problems ⋮ Arrow-type sufficient optimality conditions for nondifferentiable optimal control problems with state constraints ⋮ Optimal control ⋮ Characterizations of an approximate minimum in optimal control ⋮ Characterizations of optimal trajectories for nonconvex control systems under state constraints ⋮ Sufficient conditions for a strong relative minimum in an optimal control problem ⋮ Dynamic programming for free-time problems with endpoint constraints ⋮ Hamilton-Jacobi equations: Viscosity solutions and generalized gradients

This page was built for publication: Local Optimality Conditions and Lipschitzian Solutions to the Hamilton–Jacobi Equation