Hamilton-Jacobi characterization of the state constrained value

被引：4

作者：

Clarke, FH

Stern, RJ ^{[1
]}

机构：

[1] Concordia Univ, Dept Math & Stat, Montreal, PQ H4B 1R6, Canada

[2] Univ Lyon 1, Inst Desargues, F-69622 Villeurbanne, France

来源：

NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS | 2005年 / 61卷 / 05期

关键词：

state constrained value function; Hamilton-Jacobi equation; nonsmooth analysis; viscosity solution;

D O I：

10.1016/j.na.2003.06.005

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

A proximal Hamilton-Jacobi characterization of the value function of a state constrained optimal control problem is obtained by exploiting trajectory tracking properties relative to inner approximations of the constraint set. The result is shown to be easily rephrasable in terms of Sorter's constrained viscosity solution concept. (c) 2005 Elsevier Ltd. All rights reserved.

引用

页码：725 / 734

页数：10

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