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Stability of Solutions to Hamilton-Jacobi Equations Under State Constraints.
- Source :
-
Journal of Optimization Theory & Applications . Jan2016, Vol. 168 Issue 1, p63-91. 29p. - Publication Year :
- 2016
-
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. [ABSTRACT FROM AUTHOR]
- Subjects :
- *MATHEMATICAL equivalence
*NUMERICAL analysis
*MATHEMATICS
*ALGEBRA
Subjects
Details
- Language :
- English
- ISSN :
- 00223239
- Volume :
- 168
- Issue :
- 1
- Database :
- Academic Search Index
- Journal :
- Journal of Optimization Theory & Applications
- Publication Type :
- Academic Journal
- Accession number :
- 112262705
- Full Text :
- https://doi.org/10.1007/s10957-015-0765-1