Stability of Solutions to Hamilton–Jacobi Equations Under State Constraints

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• 作者：Hayk Sedrakyan
• 关键词：Hamilton–Jacobi equation ; Optimal control ; Bolza problem ; Viscosity solution ; State constraints ; Stability of solutions
• 刊名：Journal of Optimization Theory and Applications
• 出版年：2016
• 出版时间：January 2016
• 年：2016
• 卷：168
• 期：1
• 页码：63-91
• 全文大小：553 KB
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• 作者单位：Hayk Sedrakyan (1)
  
  1. CNRS, IMJ-PRG, UMR 7586, Sorbonne Universités, UPMC Univ Paris 06, UniveParis Diderot, Sorbonne Paris Cité, Case 247, 4 place Jussieu, 75252, Paris, France
  
• 刊物主题：Calculus of Variations and Optimal Control; Optimization; Optimization; Theory of Computation; Applications of Mathematics; Engineering, general; Operations Research/Decision Theory;
• 出版者：Springer US
• ISSN：1573-2878

文摘

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.