Hamilton-Jacobi-Bellman equations for optimal control processes with convex state constraints

DOI10.1016/j.sysconle.2017.09.004zbMath1377.49002OpenAlexW2765447375MaRDI QIDQ1690969

Hasnaa Zidani, Cristopher Hermosilla, Richard B. Vinter

Publication date: 12 January 2018

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sysconle.2017.09.004

zbMATH Keywords

viscosity solutionsHJB equationsoptimal control problemsconvex constraintsstate constraint sets

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Control problems involving ordinary differential equations (34H05) Existence theories for optimal control problems involving ordinary differential equations (49J15) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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