A general Hamilton-Jacobi framework for non-linear state-constrained control problems

DOI10.1051/cocv/2012011zbMath1273.35089OpenAlexW2113108728MaRDI QIDQ4920285

Albert Altarovici, Olivier Bokanowski, Hasnaa Zidani

Publication date: 16 May 2013

Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/cocv/2012011

zbMATH Keywords

exact penalizationnonlinear controlled systemsinfinite horizon control problemfinite horizon problemtwo-player game problem

Mathematics Subject Classification ID

Dynamic programming (90C39) Methods involving semicontinuity and convergence; relaxation (49J45) Existence theories for optimal control problems involving ordinary differential equations (49J15) Viscosity solutions to PDEs (35D40) Hamilton-Jacobi equations (35F21) PDEs in connection with control and optimization (35Q93)

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