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
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U2 - 10.1137/S0363012993250268
DO - 10.1137/S0363012993250268
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 -