Hamilton-Jacobi-Bellman approach for optimal control problems of sweeping processes

DOI10.1007/S00245-024-10174-XMaRDI QIDQ6598010zbMATH OpenFDO

Authors Cristopher Hermosilla, Michele Palladino, E. Vilches

Publication date 4 September 2024

Published in Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S00245-024-10174-X

zbMATH Keywords

Hamilton-Jacobi-Bellman equationsinfinite horizon problemsoptimal controlstate constraintssweeping processes

Mathematics Subject Classification ID

Hamilton-Jacobi equations in optimal control and differential games (49L12)

Review text

In this paper, the authors investigate an Hamilton-Jacobi-Bellman approach for optimal control problems of sweeping processes. More precisely, the paper is concerned with a state constrained optimal control problem governed by a Moreau's sweeping process with a controlled drift.

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Cited in

(3)

• Galerkin-like method for integro-differential inclusions with applications to Volterra sweeping processes
• Constrained nonlinear estimation and links with stochastic filtering
• Optimal control of a random sweeping process with probabilistic terminal point constraint

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