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Semicontinuous Solutions of Hamilton–Jacobi–Bellman Equations with Degenerate State Constraints

✍ Scribed by Hélène Frankowska; Sławomir Plaskacz

Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
148 KB
Volume
251
Category
Article
ISSN
0022-247X

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✦ Synopsis

In this paper, the value function of a Bolza optimal control problem with state constraints is characterized as the unique lower semicontinuous solution of a Hamilton᎐Jacobi equation. The state constraints are given by an arbitrary closed set with possibly empty interior. In particular, Soner's inward pointing condition is extended here to the case of degenerate state constraints.

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