A general Hamilton-Jacobi framework for non-linear state-constrained control problems
The paper deals with deterministic optimal control problems with state constraints and non-linear dynamics. It is known for such problems that the value function is in general discontinuous and its characterization by means of a Hamilton-Jacobi equation requires some controllability assumptions involving the dynamics and the set of state constraints. Here, we first adopt the viability point of view and look at the value function as its epigraph. Then, we prove that this epigraph can always be described...