On ε-optimal controls for state constraint problems

Hitoshi Ishii, Shigeaki Koike

Research output: Contribution to journalArticle

5 Citations (Scopus)

Abstract

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.

Original languageEnglish
Pages (from-to)473-502
Number of pages30
JournalAnnales de l'Institut Henri Poincare. Annales: Analyse Non Lineaire/Nonlinear Analysis
Volume17
Issue number4
Publication statusPublished - 2000 Jul
Externally publishedYes

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State Constraints
Value Function
Optimal Control
Inf-convolution
Feedback
Feedback Law
Hamilton-Jacobi-Bellman Equation
Convolution
Costs
Approximation
Form

ASJC Scopus subject areas

  • Analysis

Cite this

On ε-optimal controls for state constraint problems. / Ishii, Hitoshi; Koike, Shigeaki.

In: Annales de l'Institut Henri Poincare. Annales: Analyse Non Lineaire/Nonlinear Analysis, Vol. 17, No. 4, 07.2000, p. 473-502.

Research output: Contribution to journalArticle

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