Stability of solutions to Hamilton-Jacobi equations under state constraints

DOI10.1007/S10957-015-0765-1MaRDI QIDQ255065zbMATH OpenOpenAlexFDO

Authors Hayk Sedrakyan

Publication date 9 March 2016

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

Full work available at URL https://doi.org/10.1007/s10957-015-0765-1

zbMATH Keywords

stabilityBolza problemdifferential inclusionsHamilton-Jacobi equationsoptimal controlstate constraintsviscosity solutions

Mathematics Subject Classification ID

Set-valued functions (26E25) Ordinary differential inclusions (34A60) Set-valued and variational analysis (49J53) Optimality conditions for problems involving ordinary differential equations (49K15) Sensitivity, stability, well-posedness (49K40) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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Cites work

• scientific article; zbMATH DE number 1500621 (Why is no real title available?)
• A New Formulation of State Constraint Problems for First-Order PDEs
• Existence of neighboring feasible trajectories: applications to dynamic programming for state-constrained optimal control problems
• Hamilton-Jacobi Equations with State Constraints
• Lower Semicontinuous Solutions of Hamilton–Jacobi–Bellman Equations
• On relations of the adjoint state to the value function for optimal control problems with state constraints
• Optimal Control with State-Space Constraint I
• Semiconcave functions, Hamilton-Jacobi equations, and optimal control
• Semicontinuous solutions of Hamilton-Jacobi-Bellman equations with degenerate state constraints
• Set-valued analysis
• Stable representation of convex Hamiltonians
• Viability theory
• Viscosity Solutions of Hamilton-Jacobi Equations
• \(L^{\infty }\) estimates on trajectories confined to a closed subset

Cited in

(9)

• Representation of Hamilton-Jacobi equation in optimal control theory with unbounded control set
• Representation of Hamilton-Jacobi equation in optimal control theory with compact control set
• State-constraint static Hamilton-Jacobi equations in nested domains
• Stable representation of convex Hamiltonians
• Stabilization towards the steady state for a viscous Hamilton-Jacobi equation
• scientific article; zbMATH DE number 816078 (Why is no real title available?)
• Persistence and stability of solutions of Hamilton-Jacobi equations
• Convergence results for Hamilton-Jacobi-Bellman equations in variable domains
• Asymptotic solutions of Hamilton-Jacobi equations with state constraints

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