On -optimal controls for state constraint problems
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文摘
We present a method of constructing -optimal controls in the feedback form for state constraint problems.

Our method is as follows: We first find feedback laws directly from the associated Hamilton–Jacobi–Bellman equation and an approximation of the value function by the inf-convolution. We then construct piece-wise constant controls so that corresponding cost functionals approximate the value function of state constraint problems.

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