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

DOI10.1137/0321052zbMATH Open0528.49019OpenAlexW2093594045MaRDI QIDQ3310487FDOQ3310487

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
• Optimal control
• Hamilton-Jacobi equations: Viscosity solutions and generalized gradients
• 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
• The Dual Dynamic Programming
• Regularity, calmness and support principle
• 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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