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)

zbMATH Keywords

optimal controlstate constraintsnonlinear systemssingular perturbationsHamilton-Jacobi-Bellman equationsviscosity solutionsBolza problemexit time problem

Mathematics Subject Classification ID

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)

Related Items (6)

Infinite horizon optimal control problems with multiple thermostatic hybrid dynamics ⋮ Objective function design for robust optimality of linear control under state-constraints and uncertainty ⋮ A differential game with exit costs ⋮ Periodic near optimal control ⋮ Hamilton-Jacobi Equations on Networks as Limits of Singularly Perturbed Problems in Optimal Control: Dimension Reduction ⋮ Output feedback control using state observers of a class of nonlinear nonstandard two-time-scale systems

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