Singular Perturbation of a Finite Horizon Problem with State-Space Constraints
DOI10.1137/S0363012996314476zbMath0953.49031MaRDI QIDQ4210200
Martino Bardi, Fabio Bagagiolo
Publication date: 21 September 1998
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
optimal controlstate constraintsnonlinear systemssingular perturbationsHamilton-Jacobi-Bellman equationsviscosity solutionsBolza problemexit time problem
Dynamic programming in optimal control and differential games (49L20) Perturbations in control/observation systems (93C73) Initial value problems for nonlinear first-order PDEs (35F25) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Boundary value problems for nonlinear first-order PDEs (35F30)
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