TY - JOUR
T1 - On ε-optimal controls for state constraint problems
AU - Ishii, Hitoshi
AU - Koike, Shigeaki
N1 - Funding Information:
2E-mail: skoike@rimath.saitama-u.ac.jp. Supported in part by Grant-in-Aid for Scientific Research (No. 09640242, 09440067) of the Ministry of Education, Science and Culture, and by the Sumitomo Foundation (No. 980272).
PY - 2000/7
Y1 - 2000/7
N2 - 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.
AB - 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.
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U2 - 10.1016/S0294-1449(00)00114-1
DO - 10.1016/S0294-1449(00)00114-1
M3 - Article
AN - SCOPUS:0011189726
SN - 0294-1449
VL - 17
SP - 473
EP - 502
JO - Annales de l'Institut Henri Poincare. Annales: Analyse Non Lineaire/Nonlinear Analysis
JF - Annales de l'Institut Henri Poincare. Annales: Analyse Non Lineaire/Nonlinear Analysis
IS - 4
ER -