Abstract
The first-order Hamilton-Jacobi-Bellman equation associated with the state constraint problem for optimal control is studied. Instead of the boundary condition which Soner introduced, a new and appropriate boundary condition for the PDE is proposed. The uniqueness and Lipschitz continuity of viscosity solutions for the boundary value problem are obtained.
| Original language | English |
|---|---|
| Pages (from-to) | 554-571 |
| Number of pages | 18 |
| Journal | SIAM Journal on Control and Optimization |
| Volume | 34 |
| Issue number | 2 |
| Publication status | Published - 1996 Mar |
| Externally published | Yes |
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Keywords
- Comparison principle
- State constraint problem
- Viscosity solution
ASJC Scopus subject areas
- Mathematics(all)
- Applied Mathematics
- Control and Optimization
Cite this
A new formulation of state constraint problems for first-order PDES. / Ishii, Hitoshi; Koike, Shigeaki.
In: SIAM Journal on Control and Optimization, Vol. 34, No. 2, 03.1996, p. 554-571.Research output: Contribution to journal › Article
}
TY - JOUR
T1 - A new formulation of state constraint problems for first-order PDES
AU - Ishii, Hitoshi
AU - Koike, Shigeaki
PY - 1996/3
Y1 - 1996/3
N2 - The first-order Hamilton-Jacobi-Bellman equation associated with the state constraint problem for optimal control is studied. Instead of the boundary condition which Soner introduced, a new and appropriate boundary condition for the PDE is proposed. The uniqueness and Lipschitz continuity of viscosity solutions for the boundary value problem are obtained.
AB - The first-order Hamilton-Jacobi-Bellman equation associated with the state constraint problem for optimal control is studied. Instead of the boundary condition which Soner introduced, a new and appropriate boundary condition for the PDE is proposed. The uniqueness and Lipschitz continuity of viscosity solutions for the boundary value problem are obtained.
KW - Comparison principle
KW - State constraint problem
KW - Viscosity solution
UR - http://www.scopus.com/inward/record.url?scp=0030107199&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=0030107199&partnerID=8YFLogxK
M3 - Article
AN - SCOPUS:0030107199
VL - 34
SP - 554
EP - 571
JO - SIAM Journal on Control and Optimization
JF - SIAM Journal on Control and Optimization
SN - 0363-0129
IS - 2
ER -