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Stability of Solutions to Hamilton–Jacobi Equations Under State Constraints

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  • Hayk Sedrakyan

    (Sorbonne Universités, UPMC Univ Paris 06, UniveParis Diderot, Sorbonne Paris Cité)

Abstract

In the present paper, we investigate stability of solutions of Hamilton–Jacobi–Bellman equations under state constraints by studying stability of value functions of a suitable family of Bolza optimal control problems under state constraints. The stability is guaranteed by the classical assumptions imposed on Hamiltonians and an inward-pointing condition on state constraints.

Suggested Citation

  • Hayk Sedrakyan, 2016. "Stability of Solutions to Hamilton–Jacobi Equations Under State Constraints," Journal of Optimization Theory and Applications, Springer, vol. 168(1), pages 63-91, January.
    • Handle: RePEc:spr:joptap:v:168:y:2016:i:1:d:10.1007_s10957-015-0765-1
    DOI: 10.1007/s10957-015-0765-1
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    References listed on IDEAS

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    1. H. Frankowska & R. B. Vinter, 2000. "Existence of Neighboring Feasible Trajectories: Applications to Dynamic Programming for State-Constrained Optimal Control Problems," Journal of Optimization Theory and Applications, Springer, vol. 104(1), pages 20-40, January.
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    Cited by:

    1. Arkadiusz Misztela, 2020. "Representation of Hamilton–Jacobi Equation in Optimal Control Theory with Unbounded Control Set," Journal of Optimization Theory and Applications, Springer, vol. 185(2), pages 361-383, May.

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