Hamilton-Jacobi characterization of the state constrained value

DOI10.1016/J.NA.2003.06.005MaRDI QIDQ1775876zbMATH OpenOpenAlexFDO

Authors F. H. Clarke, R. J. Stern

Publication date 4 May 2005

Published in Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.na.2003.06.005

zbMATH Keywords

Hamilton-Jacobi equationnonsmooth analysisstate constrained value functionviscosity solution

Mathematics Subject Classification ID

Existence theories for optimal control problems involving ordinary differential equations (49J15) Nonsmooth analysis (49J52) Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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Cites work

• Clarke's tangent cones and the boundaries of closed sets in Rn
• Existence of neighboring feasible trajectories: applications to dynamic programming for state-constrained optimal control problems
• Feedback in state constrained optimal control
• Filippov's and Filippov-Ważewski's theorems on closed domains
• scientific article; zbMATH DE number 1113627 (Why is no real title available?)
• scientific article; zbMATH DE number 1130731 (Why is no real title available?)
• Necessary conditions for free end-time, measurably time dependent optimal control problems with state constraints
• On nonconvex differential inclusions whose state is constrained in the closure of an open set. Applications to dynamic programming
• Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
• Optimal Control with State-Space Constraint I
• Optimality principles and representation formulas for viscosity solutions of Hamilton-Jacobi equations. II. Equations of control problems with state constraints
• Optimization and nonsmooth analysis
• Qualitative properties of trajectories of control systems: a survey

Cited in

(7)

• Hamilton-Jacobi-Bellman equations for optimal control processes with convex state constraints
• Existence of neighboring feasible trajectories: applications to dynamic programming for state-constrained optimal control problems
• Infinite horizon problems on stratifiable state-constraints sets
• Hamilton-Jacobi-Bellman equations
• Characterization of the State Constrained Minimal Time Function
• Legendre transform and applications to finite and infinite optimization
• Characterization of the value function of final state constrained control problems with BV trajectories

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