Hamilton-Jacobi-Bellman equations for optimal control processes with convex state constraints

DOI10.1016/J.SYSCONLE.2017.09.004zbMATH Open1377.49002OpenAlexW2765447375MaRDI QIDQ1690969FDOQ1690969

Authors: Cristopher Hermosilla, Hasnaa Zidani, Richard B. Vinter 

Publication date: 12 January 2018

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

Full work available at URL: https://doi.org/10.1016/j.sysconle.2017.09.004

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zbMATH Keywords

optimal control problemsviscosity solutionsconvex constraintsHJB equationsstate constraint sets

Mathematics Subject Classification ID

Control problems involving ordinary differential equations (34H05) Existence theories for optimal control problems involving ordinary differential equations (49J15) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Linear systems in control theory (93C05)

Cites Work

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Cited In (27)

• Stability of solutions to Hamilton-Jacobi equations under state constraints
• A general comparison principle for Hamilton Jacobi Bellman equations on stratified domains
• Hamilton-Jacobi characterization of the state constrained value
• Optimal Control with State-Space Constraint. II
• Hamilton-Jacobi-Bellman equations for the optimal control of a state equation with memory
• Backward reachability approach to state-constrained stochastic optimal control problem for jump-diffusion models
• Stochastic optimal control in infinite dimensions with state constraints
• Semicontinuous solutions of Hamilton-Jacobi-Bellman equations with degenerate state constraints
• Hamilton-Jacobi-Bellman approach for optimal control problems of sweeping processes
• A direct approach to infinite dimensional Hamilton-Jacobi equations and applications to convex control with state constraints
• Deterministic state-constrained optimal control problems without controllability assumptions
• The Hamilton-Jacobi-Bellman equation with a gradient constraint
• Optimal control of nonlinear systems with integer‐valued control inputs and stochastic constraints
• Relationship between the maximum principle and dynamic programming for minimax problems
• Optimality conditions for linear-convex optimal control problems with mixed constraints
• Generalized Hamilton-Jacobi-Bellman equations in optimal control problems with phase constraints. I
• Generalized Hamilton-Jacobi-Bellman equations in optimal control problems with phase constraints. II
• A Max-Plus-Based Algorithm for a Hamilton--Jacobi--Bellman Equation of Nonlinear Filtering
• Optimistic planning algorithms for state-constrained optimal control problems
• A general Hamilton-Jacobi framework for non-linear state-constrained control problems
• Title not available (Why is that?)
• Application of maximum principle to optimization of production and storage costs
• Relationship between maximum principle and dynamic programming in presence of intermediate and final state constraints
• A Hamilton-Jacobi-Bellman approach for the numerical computation of probabilistic state constrained reachable sets
• On the fragility of the basis on the Hamilton-Jacobi-Bellman equation in economic dynamics
• Semicontinuous solutions of Hamilton-Jacobi-Bellman equations with state constraints
• Optimal trajectory tracking solution: fractional order viewpoint

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