Viscosity solutions and optimal control problems with integral constraints
type: Item
instance of: scholarly article
title: Viscosity solutions and optimal control problems with integral constraints
zbMATH Open document ID: 0985.49016
DOI: 10.1016/S0167-6911(00)00026-8
published in: Systems \& Control Letters
publication date: 2000-08-21T00:00:00Z
review text: We discuss optimal control problems with integral state-control constraints. We rewrite the problem in an equivalent form as an optimal control problem with state constraints for an extended system, and prove that the value function, although possibly discontinuous, is the unique viscosity solution of the constrained boundary value problem for the corresponding Hamilton--Jacobi equation. The state constraint is the epigraph of the minimal solution of a second Hamilton--Jacobi equation. Our framework applies, for instance, to systems with design uncertainties.
Mathematics Subject Classification ID: 49L25
Mathematics Subject Classification ID: 49L20
zbMATH DE Number: 1493467
zbMATH Keywords: optimal control
zbMATH Keywords: integral constraints
zbMATH Keywords: viscosity solutions
zbMATH Keywords: Hamilton-Jacobi equations
zbMATH Keywords: discontinuous solutions
author: Pierpaolo Soravia
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1493467