Local Optimality Conditions and Lipschitzian Solutions to the Hamilton–Jacobi Equation

DOI10.1137/0321052MaRDI QIDQ3310487zbMATH OpenOpenAlexFDO

Authors F. H. Clarke, Richard B. Vinter

Publication date 1983

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0321052

zbMATH Keywords

normalitynonsmooth analysisLipschitzian functionsHamilton-Jacobi equationlocal optimalityCaratheodory approachlocal calmness

Mathematics Subject Classification ID

Controllability (93B05) Ordinary differential inclusions (34A60) Optimality conditions for problems involving ordinary differential equations (49K15) Hamilton-Jacobi theories (49L99) Abstract differentiation theory, differentiation of set functions (28A15) Special properties of functions of several variables, Hölder conditions, etc. (26B35)

Cited in

(20)

• Characterizations of optimal trajectories for nonconvex control systems under state constraints
• Characterizations of an approximate minimum in optimal control
• Generalized Bellman-Hamilton-Jacobi optimality conditions for a control problem with a boundary condition
• Hamilton–Jacobi theory for a generalized optimal stopping time problem
• The Semigroup Property of Value Functions in Lagrange Problems
• Robust stochastic maximum principle for multi-model worst case optimization
• Hamilton-Jacobi equations: Viscosity solutions and generalized gradients
• Optimal control
• Arrow-type sufficient optimality conditions for nondifferentiable optimal control problems with state constraints
• Value functions and optimality conditions for nonconvex variational problems with an infinite horizon in Banach spaces
• Regularity, calmness and support principle
• The Dual Dynamic Programming
• Maximum principle, dynamic programming and their connection in deterministic control
• Hamilton–Jacobi theory for hereditary control problems
• Qualitative properties of trajectories of control systems: a survey
• New results in the theory of multivalued mappings. I: Topological characteristics and solvability of operator relations
• Sufficient conditions for a strong relative minimum in an optimal control problem
• Dynamic programming for free-time problems with endpoint constraints
• Optimal trajectories associated with a solution of the contingent Hamilton-Jacobi equation
• On the sufficiency of the Hamilton-Jacobi-Bellman equation for optimality of the controls in a linear optimal-time problem

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