Stability of Solutions to Hamilton–Jacobi Equations Under State Constraints

Hayk Sedrakyan ()
Additional contact information
Hayk Sedrakyan: Sorbonne Universités, UPMC Univ Paris 06, UniveParis Diderot, Sorbonne Paris Cité

Journal of Optimization Theory and Applications, 2016, vol. 168, issue 1, No 4, 63-91

Abstract: 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.

Keywords: Hamilton–Jacobi equation; Optimal control; Bolza problem; Viscosity solution; State constraints; Stability of solutions; 49L25; 26E25; 34A60 (search for similar items in EconPapers)
Date: 2016
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://link.springer.com/10.1007/s10957-015-0765-1 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:joptap:v:168:y:2016:i:1:d:10.1007_s10957-015-0765-1

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/10957/PS2

DOI: 10.1007/s10957-015-0765-1

Access Statistics for this article

Journal of Optimization Theory and Applications is currently edited by Franco Giannessi and David G. Hull

More articles in Journal of Optimization Theory and Applications from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().