Semicontinuous solutions of Hamilton-Jacobi-Bellman equations with degenerate state constraints

[摘要] In this paper, the value function of a Bolza optimal control problem with state constraints is characterized as the unique lower semicontinuous solution of a Hamilton-Jacobi equation. The state constraints are given by an arbitrary closed set with possibly empty interior. In particular, Soner's inward pointing condition is extended here to the case of degenerate state constraints. (C) 2000 Academic Press.

[发布日期] 2000-11-15

[关键词] viability theory;lower semicontinuous solutions;Hamilton-Jacobi-Bellman equations;optimal control under state constraints