Semicontinuous solutions of Hamilton-Jacobi-Bellman equations with degenerate state constraints (Q1593775)
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scientific article; zbMATH DE number 1556946
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| English | Semicontinuous solutions of Hamilton-Jacobi-Bellman equations with degenerate state constraints |
scientific article; zbMATH DE number 1556946 |
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Semicontinuous solutions of Hamilton-Jacobi-Bellman equations with degenerate state constraints (English)
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2000
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In this paper the problem of characterization of the value function of Bolza type for a constrained nonlinear control system is investigated. This kind of question has been solved by \textit{H. M. Soner} [SIAM J. Control Optimization 24, 552--561 (1986; Zbl 0597.49023)] when the value function is continuous. The main aim of the present paper is to provide a characterization of the value function in terms of the unique semicontinuous solution of a Hamilton-Jacobi-Bellman equation. In this aspect, the paper is an interesting and new extension to the state constrained case of some already-done work in the case without constraints [\textit{E. N. Barron} and \textit{R. Jensen}, Commun. Partial Differ. Equations 15, No. 12, 1713--1742 (1990; Zbl 0732.35014); \textit{H. Frankowska}, SIAM J. Control Optimization 31, No. 1, 257--272 (Zbl 0796.49024).
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viability theory
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nonsmooth optimal control
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lower semicontinuous solutions
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0.9074792861938475
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0.8532370328903198
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0.8475750684738159
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