Existence of neighboring feasible trajectories: applications to dynamic programming for state-constrained optimal control problems

DOI10.1023/A:1004668504089zbMath1050.49022OpenAlexW4240902880MaRDI QIDQ1973479

Richard B. Vinter, Hélène Frankowska

Publication date: 2000

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1004668504089

zbMATH Keywords

optimal control, state constraints, dynamic programming, Hamilton-Jacobi equation

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Existence theories for optimal control problems involving ordinary differential equations (49J15)

Related Items

State Constraints, Higher Order Inward Pointing Conditions, and Neighboring Feasible Trajectories ⋮ Tangency property and prior-saturation points in minimal time problems in the plane ⋮ The problem of absolute stability: A dynamic programming approach ⋮ On elimination of state constraints in the construction of reachable sets ⋮ Influence of forecasting electricity prices in the optimization of complex hydrothermal systems ⋮ Optimal control of nonconvex integro-differential sweeping processes ⋮ Locally adjoint mappings and optimization of the first boundary value problem for hyperbolic type discrete and differential inclusions ⋮ Switching time-optimal control of spacecraft equipped with reaction wheels and gas jet thrusters ⋮ Necessary and sufficient conditions for discrete and differential inclusions of elliptic type ⋮ Optimal Control of Cancer Treatments: Mathematical Models for the Tumor Microenvironment ⋮ On the attainability problem under state constraints with piecewise smooth boundary ⋮ Stability analysis of switched systems using variational principles: An introduction ⋮ Optimal economic growth problems with high values of total factor productivity ⋮ Hölder estimates for trajectories of differential inclusions and HJB equations with state constraints ⋮ The natural gas cash-out problem: a bilevel optimal control approach ⋮ Absolute stability of third-order systems: a numerical algorithm ⋮ Value function and optimal trajectories for a maximum running cost control problem with state constraints. Application to an abort landing problem ⋮ Discontinuous solutions of Hamilton-Jacobi equations on networks ⋮ Profit maximization of a power plant ⋮ \(L^{\infty }\) estimates on trajectories confined to a closed subset, for control systems with bounded time variation ⋮ The Mayer and minimum time problems with stratified state constraints ⋮ The Hamilton Jacobi Equation For Optimal Control Problems with Discontinuous Time Dependence ⋮ Dynamic programming principle of control systems on manifolds and its relations to maximum principle ⋮ Hamilton-Jacobi-Bellman equations for optimal control processes with convex state constraints ⋮ Trajectories of differential inclusions with state constraints ⋮ Discontinuous solutions of Hamilton-Jacobi-Bellman equation under state constraints ⋮ Relationship between the maximum principle and dynamic programming for minimax problems ⋮ New developments in the application of optimal control theory to therapeutic protocols ⋮ Discontinuous control problems with state constraints: linear formulations and dynamic programming principles ⋮ A geometrically based criterion to avoid infimum gaps in optimal control ⋮ A relaxation result for state constrained inclusions in infinite dimension ⋮ The second Euler-Lagrange equation of variational calculus on time scales ⋮ Optimal control with random parameters: a multiscale approach ⋮ Some applications of Hamilton-Jacobi inequalities for classical and impulsive optimal control problems ⋮ An integral-type constraint qualification to guarantee nondegeneracy of the maximum principle for optimal control problems with state constraints ⋮ Hamilton–Jacobi–Bellman Equations ⋮ Solutions to the Hamilton-Jacobi equation for Bolza problems with discontinuous time dependent data ⋮ Differential inclusions in Wasserstein spaces: the Cauchy-Lipschitz framework ⋮ \(L^{\infty }\) estimates on trajectories confined to a closed subset ⋮ Infinite Horizon Optimal Control of Non-Convex Problems Under State Constraints ⋮ Solutions to the Hamilton-Jacobi Equation for Bolza Problems with State Constraints and Discontinuous Time Dependent Data ⋮ Persistence and stability of solutions of Hamilton-Jacobi equations ⋮ Legendre transform and applications to finite and infinite optimization ⋮ On the existence of a Lipschitz feedback control in a control problem with state constraints ⋮ Shape evolutions under state constraints: A viability theorem ⋮ A piecewise deterministic Markov toy model for traffic/maintenance and associated Hamilton-Jacobi integrodifferential systems on networks ⋮ Optimality conditions for a controlled sweeping process with applications to the crowd motion model ⋮ The connection between discrete and continuous state constrained optimal control systems ⋮ Infinite horizon problems on stratifiable state-constraints sets ⋮ Necessary conditions for the neutral problem of Bolza with continuously varying time delay ⋮ Hamilton-Jacobi characterization of the state constrained value ⋮ Robust feedback stabilization by means of Lyapunov-like functions determined by Lie brackets ⋮ Control of constrained linear systems using fast sampling rates ⋮ Lie-algebraic stability conditions for nonlinear switched systems and differential inclusions ⋮ Optimal control of a perturbed sweeping process via discrete approximations ⋮ Nonsmooth analysis in control theory: a survey ⋮ Control design for autonomous vehicles: a dynamic optimization perspective ⋮ On the Noether theorem for optimal control ⋮ A SEIR model for control of infectious diseases with constraints ⋮ Internal approximations of reachable sets of control systems with state constraints ⋮ Smoothing approach for a class of nonsmooth optimal control problems ⋮ Subgradients of value functions in parametric dynamic programming ⋮ Epi-Lipschitzian reachable sets of differential inclusions ⋮ Glucose optimal control system in diabetes treatment ⋮ Optimization of fully controlled sweeping processes ⋮ Optimal parameter selection problem of the state dependent impulsive differential equations ⋮ The Minimum Time Function for the Controlled Moreau's Sweeping Process ⋮ Pareto Front Characterization for Multiobjective Optimal Control Problems Using Hamilton--Jacobi Approach ⋮ Optimal control of differential inclusions. I: Lipschitzian case ⋮ State-Constrained Stochastic Optimal Control Problems via Reachability Approach ⋮ On the design of correct and optimal dynamical systems and games ⋮ Deterministic state-constrained optimal control problems without controllability assumptions ⋮ Chain differentials with an application to the mathematical fear operator ⋮ Sensitivity analysis in parametric multiobjective discrete-time control via Fréchet subdifferential calculus of the frontier map ⋮ Subgradients of the Value Function via Multiplier Sets of Parametric Convex Discrete Optimal Control Problems ⋮ Linear estimates for trajectories of state-constrained differential inclusions and normality conditions in optimal control ⋮ Semicontinuous solutions of Hamilton-Jacobi-Bellman equations with degenerate state constraints ⋮ Relationship between maximum principle and dynamic programming in presence of intermediate and final state constraints ⋮ Stability of solutions to Hamilton-Jacobi equations under state constraints ⋮ Adaptive time-mesh refinement in optimal control problems with state constraints ⋮ When are minimizing controls also minimizing relaxed controls? ⋮ On reachability analysis for nonlinear control systems with state constraints ⋮ Optimal blowup/quenching time for controlled autonomous ordinary differential equations

Cites Work

This page was built for publication: Existence of neighboring feasible trajectories: applications to dynamic programming for state-constrained optimal control problems