We present a method of constructing ε-optimal controls in the feedback form for state constraint problems. Our method is as follows: We first find feedback laws directly from the associated Hamilton-Jacobi-Bellman equation and an approximation of the value function by the inf-convolution. We then construct piece-wise constant controls so that corresponding cost functionals approximate the value function of state constraint problems.
|Number of pages||30|
|Journal||Annales de l'Institut Henri Poincare (C) Analyse Non Lineaire|
|Publication status||Published - 2000 Jul|
ASJC Scopus subject areas
- Mathematical Physics
- Applied Mathematics