On ε-optimal controls for state constraint problems

Hitoshi Ishii; Shigeaki Koike

Annales de l'I.H.P. Analyse non linéaire (2000)

  • Volume: 17, Issue: 4, page 473-502
  • ISSN: 0294-1449

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Ishii, Hitoshi, and Koike, Shigeaki. "On ε-optimal controls for state constraint problems." Annales de l'I.H.P. Analyse non linéaire 17.4 (2000): 473-502. <http://eudml.org/doc/78498>.

@article{Ishii2000,
author = {Ishii, Hitoshi, Koike, Shigeaki},
journal = {Annales de l'I.H.P. Analyse non linéaire},
keywords = {optimal control; infinite horizon; sub-optimal feedback control; value function; Hamilton-Jacobi-Bellman equation; viscosity solution},
language = {eng},
number = {4},
pages = {473-502},
publisher = {Gauthier-Villars},
title = {On ε-optimal controls for state constraint problems},
url = {http://eudml.org/doc/78498},
volume = {17},
year = {2000},
}

TY - JOUR
AU - Ishii, Hitoshi
AU - Koike, Shigeaki
TI - On ε-optimal controls for state constraint problems
JO - Annales de l'I.H.P. Analyse non linéaire
PY - 2000
PB - Gauthier-Villars
VL - 17
IS - 4
SP - 473
EP - 502
LA - eng
KW - optimal control; infinite horizon; sub-optimal feedback control; value function; Hamilton-Jacobi-Bellman equation; viscosity solution
UR - http://eudml.org/doc/78498
ER -

References

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  1. [1] Bardi M., Capuzzo Dolcetta I., Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations, Birkhäuser, 1997. Zbl0890.49011MR1484411
  2. [2] Barles G., Solutions de Viscosité des Equations de Hamilton-Jacobi, Springer, 1994. Zbl0819.35002MR1613876
  3. [3] Brezis H., Opérateurs Maximaux Monotones et Semi-groupes de Contractions dans les Espaces de Hilbert, North Holland, Amsterdam, 1973. Zbl0252.47055MR348562
  4. [4] Clarke F.H., Ledyaev Y.S., Sontag E.D., Subbotin A.I., Asymptotic controllability implies feedback stabilization, IEEE Trans. Automat. Control42 (1997) 1394- 1407. Zbl0892.93053MR1472857
  5. [5] Ishii H., Koike S., A new formulation of state constraint problems for first order PDE's, SIAM J. Control Optim.36 (1996) 554-571. Zbl0847.49025MR1377712
  6. [6] Koike S., On the state constraint problem for differential games, Indiana Univ. Math. J.44 (1995) 467-487. Zbl0840.49016MR1355408
  7. [7] Loreti P., Tessitore M.E., Approximation and regularity results on constrained viscosity solution of Hamilton-Jacobi-Bellman equations, J. Math. Systems Estimation Control4 (1994) 467-483. Zbl0830.49020MR1298848

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