On ε-optimal controls for state constraint problems

Hitoshi Ishii, Shigeaki Koike

研究成果: Article査読

6 被引用数 (Scopus)

抄録

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.

本文言語English
ページ(範囲)473-502
ページ数30
ジャーナルAnnales de l'Institut Henri Poincare (C) Analyse Non Lineaire
17
4
DOI
出版ステータスPublished - 2000 7
外部発表はい

ASJC Scopus subject areas

  • Analysis
  • Mathematical Physics
  • Applied Mathematics

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