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

DOI10.1007/978-3-030-17949-6_2zbMATH Open1427.49011OpenAlexW2953634811MaRDI QIDQ2329977FDOQ2329977

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

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zbMATH Keywords

state constraintsvalue functionrelaxationinfinite horizon optimal control problem

Mathematics Subject Classification ID

Methods involving semicontinuity and convergence; relaxation (49J45)

Cited In (15)

• Infinite Horizon Optimal Control of Non-Convex Problems Under State Constraints
• Hamilton-Jacobi-Bellman equations with time-measurable data and infinite horizon
• \(L^{\infty }\) estimates on trajectories confined to a closed subset, for control systems with bounded time variation
• Lipschitzian estimates in discrete-time constrained optimal control
• Continuous-action planning for discounted infinite-horizon nonlinear optimal control with Lipschitz values
• A two-player game representation for a class of infinite horizon control problems under state constraints
• Control problems on infinite horizon subject to time-dependent pure state constraints
• Exploiting characteristics in stationary action problems
• Locally bounded variations epigraph property of the value function to infinite horizon optimal control problems under state constraints
• On Lipschitz continuity of value functions for infinite horizon problem
• Title not available (Why is that?)
• Lipschitz continuity and semiconcavity properties of the value function of a stochastic control problem
• Representation of weak solutions of convex Hamilton-Jacobi-Bellman equations on infinite horizon
• A new approach to Lipschitz continuity in state constrained optimal control
• Necessary conditions for infinite horizon optimal control problems with state constraints

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