Stability of Solutions to Hamilton-Jacobi Equations Under State Constraints

被引：3

作者：

Sedrakyan, Hayk ^{[1
]}

机构：

[1] Univ Paris 06, UMR 7586, Sorbonne Univ, CNRS,IMJ PRG,UnivParis Diderot,Sorbonne Paris Cit, Case 247,4 Pl Jussieu, F-75252 Paris, France

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 2016年 / 168卷 / 01期

关键词：

Hamilton-Jacobi equation; Optimal control; Bolza problem; Viscosity solution; State constraints; Stability of solutions; SEMICONTINUOUS SOLUTIONS; BELLMAN EQUATIONS; TRAJECTORIES;

D O I：

10.1007/s10957-015-0765-1

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In the present paper, we investigate stability of solutions of Hamilton-Jacobi-Bellman equations under state constraints by studying stability of value functions of a suitable family of Bolza optimal control problems under state constraints. The stability is guaranteed by the classical assumptions imposed on Hamiltonians and an inward-pointing condition on state constraints.

引用

页码：63 / 91

页数：29

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