On relations of the adjoint state to the value function for optimal control problems with state constraints

DOI10.1007/S00030-012-0183-0zbMATH Open1269.49035OpenAlexW2061402583MaRDI QIDQ2393610FDOQ2393610

Authors: Hélène Frankowska, Marco Mazzola 

Publication date: 8 August 2013

Published in: NoDEA. Nonlinear Differential Equations and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00030-012-0183-0

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zbMATH Keywords

sensitivitymaximum principleoptimal controlvalue functiondifferential inclusionstate constraintco-state

Mathematics Subject Classification ID

Ordinary differential inclusions (34A60) Optimality conditions for problems involving relations other than differential equations (49K21) Sensitivity, stability, well-posedness (49K40)

Cites Work

• Filippov's and Filippov-Ważewski's theorems on closed domains
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• Optimization and nonsmooth analysis
• Optimal Control with State-Space Constraint I
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• \(L^{\infty }\) estimates on trajectories confined to a closed subset
• On trajectories satisfying a state constraint: \(W^{1,1}\) estimates and counterexamples
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• Optimal control
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• A Connection Between the Maximum Principle and Dynamic Programming for Constrained Control Problems
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• The Relationship between the Maximum Principle and Dynamic Programming
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• Some Characterizations of Optimal Trajectories in Control Theory
• Sensitivity interpretations of the costate variable for optimal control problems with state constraints
• New results on the relationship between dynamic programming and the maximum principle
• Title not available (Why is that?)
• A note on the value function for constrained control problems
• Title not available (Why is that?)
• Variational Inclusions under State Constraints

Cited In (25)

• Stability of solutions to Hamilton-Jacobi equations under state constraints
• State constrained \(L^\infty\) optimal control problems interpreted as differential games
• Infinite Horizon Optimal Control of Non-Convex Problems Under State Constraints
• Sensitivity interpretations of the costate variable for optimal control problems with state constraints
• Linear estimates for trajectories of state-constrained differential inclusions and normality conditions in optimal control
• Improved sensitivity relations in state constrained optimal control
• Normality and nondegeneracy for optimal control problems with state constraints
• Feasible perturbations of control systems with pure state constraints and applications to second-order optimality conditions
• \(L^{\infty }\) estimates on trajectories confined to a closed subset, for control systems with bounded time variation
• Sensitivity relations for the Mayer problem with differential inclusions
• Dynamic programming principle of control systems on manifolds and its relations to maximum principle
• Value function, relaxation, and transversality conditions in infinite horizon optimal control
• Relationship between the maximum principle and dynamic programming for minimax problems
• The minimum time function for the controlled Moreau's sweeping process
• Existence and characterization of the values of two player differential games with state constraints
• Distance estimates for state constrained trajectories of infinite dimensional differential inclusions
• Title not available (Why is that?)
• On the set of points of smoothness for the value function of affine optimal control problems
• A relaxation result for state constrained inclusions in infinite dimension
• Second-order sensitivity relations and regularity of the value function for Mayer's problem in optimal control
• Optimality conditions (in Pontryagin form)
• Relationships between the maximum principle and dynamic programming for infinite dimensional stochastic control systems
• Relationship between maximum principle and dynamic programming in presence of intermediate and final state constraints
• Extremal property of the initial value of the adjoint variable in the minimization problem of the energy functional on trajectories of linear systems with constrained control
• Necessary conditions for infinite horizon optimal control problems with state constraints

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