A note on the value function for constrained control problems

DOI10.1016/J.SYSCONLE.2005.04.012MaRDI QIDQ2504625zbMATH OpenOpenAlexFDO

Authors Aurelian Cernea, Hélène Frankowska

Publication date 25 September 2006

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.sysconle.2005.04.012

zbMATH Keywords

differential inclusionsdynamic programminggeneralized derivativesnormal maximum principlestate constraintsvalue function

Mathematics Subject Classification ID

Sensitivity, stability, well-posedness (49K40) Dynamic programming in optimal control and differential games (49L20)

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Cites work

• A Connection Between the Maximum Principle and Dynamic Programming for Constrained Control Problems
• A proof of Pontryagin's minimum principle using dynamic programming
• Filippov's and Filippov-Ważewski's theorems on closed domains
• scientific article; zbMATH DE number 3855514 (Why is no real title available?)
• Maximum principle, dynamic programming and their connection in deterministic control
• Optimal trajectories associated with a solution of the contingent Hamilton-Jacobi equation
• Regularity of minimizers and of adjoint states in optimal control under state constraints
• Set-valued analysis
• Some Characterizations of Optimal Trajectories in Control Theory
• The Maximum Principle for an Optimal Solution to a Differential Inclusion with End Points Constraints
• The Relationship between the Maximum Principle and Dynamic Programming
• Variational Analysis

Cited in

(5)

• Discontinuous Mayer control problem under state-constraints
• On relations of the adjoint state to the value function for optimal control problems with state constraints
• scientific article; zbMATH DE number 1147060 (Why is no real title available?)
• A Connection Between the Maximum Principle and Dynamic Programming for Constrained Control Problems
• Dynamic programming principle of control systems on manifolds and its relations to maximum principle

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