Lipschitz continuity of the value function for the infinite horizon optimal control problem under state constraints

DOI10.1007/978-3-030-17949-6_2MaRDI QIDQ2329977zbMATH OpenOpenAlexFDO

Authors Vincenzo Basco, Hélène Frankowska

Publication date 18 October 2019

Full work available at URL https://doi.org/10.1007/978-3-030-17949-6_2

zbMATH Keywords

infinite horizon optimal control problemrelaxationstate constraintsvalue function

Mathematics Subject Classification ID

Methods involving semicontinuity and convergence; relaxation (49J45)

Recommendations

• Necessary conditions for infinite horizon optimal control problems with state constraints
• On Lipschitz continuity of value functions for infinite horizon problem
• On Nonlinear Optimal Control Problems with State Constraints
• Value function, relaxation, and transversality conditions in infinite horizon optimal control
• Continuity and the Lipschitz property of the Bellman function in some optimization problems on the semi-infinite interval \([0,+{\infty})\)

Cited in

(17)

• A new approach to Lipschitz continuity in state constrained optimal control
• Continuous-action planning for discounted infinite-horizon nonlinear optimal control with Lipschitz values
• Hamilton-Jacobi-Bellman equations with time-measurable data and infinite horizon
• Necessary conditions for infinite horizon optimal control problems with state constraints
• Representation of weak solutions of convex Hamilton-Jacobi-Bellman equations on infinite horizon
• Exploiting characteristics in stationary action problems
• \(L^{\infty }\) estimates on trajectories confined to a closed subset, for control systems with bounded time variation
• Infinite Horizon Optimal Control of Non-Convex Problems Under State Constraints
• Lipschitzian estimates in discrete-time constrained optimal control
• On Lipschitz continuity of value functions for infinite horizon problem
• scientific article; zbMATH DE number 744070 (Why is no real title available?)
• Lipschitz continuity and semiconcavity properties of the value function of a stochastic control problem
• Control problems on infinite horizon subject to time-dependent pure state constraints
• A two-player game representation for a class of infinite horizon control problems under state constraints
• Locally bounded variations epigraph property of the value function to infinite horizon optimal control problems under state constraints
• Approximation of the HJB viscosity solutions in differential inclusion optimal control with state constraint
• Differentiability of the value function on H^1() of semilinear parabolic infinite time horizon optimal control problems under control constraints

This page was built for publication: Lipschitz continuity of the value function for the infinite horizon optimal control problem under state constraints

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2329977)