OPTIMAL CONTROL WITH STATE-SPACE CONSTRAINT I.

Halil Mete Soner

doi:10.1137/0324032

OPTIMAL CONTROL WITH STATE-SPACE CONSTRAINT I.

Halil Mete Soner

Research output: Contribution to journal › Article › peer-review

324 Scopus citations

Abstract

We investigate the optimal value of a deterministic control problem with state space constraint. We show that the optimal value function is the only viscosity subsolution, on the open domain, and the viscosity supersolution, on the closed domain, of the corresponding Bellman equation. Finally, the uniform continuity of the optimal value function is obtained under an assumption on the vector field.

Original language	English (US)
Pages (from-to)	552-561
Number of pages	10
Journal	SIAM Journal on Control and Optimization
Volume	24
Issue number	3
DOIs	https://doi.org/10.1137/0324032
State	Published - 1986
Externally published	Yes

All Science Journal Classification (ASJC) codes

Control and Optimization
Applied Mathematics

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10.1137/0324032

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title = "OPTIMAL CONTROL WITH STATE-SPACE CONSTRAINT I.",

abstract = "We investigate the optimal value of a deterministic control problem with state space constraint. We show that the optimal value function is the only viscosity subsolution, on the open domain, and the viscosity supersolution, on the closed domain, of the corresponding Bellman equation. Finally, the uniform continuity of the optimal value function is obtained under an assumption on the vector field.",

author = "Soner, {Halil Mete}",

year = "1986",

doi = "10.1137/0324032",

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AB - We investigate the optimal value of a deterministic control problem with state space constraint. We show that the optimal value function is the only viscosity subsolution, on the open domain, and the viscosity supersolution, on the closed domain, of the corresponding Bellman equation. Finally, the uniform continuity of the optimal value function is obtained under an assumption on the vector field.

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DO - 10.1137/0324032

M3 - Article

AN - SCOPUS:0022715502

SN - 0363-0129

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EP - 561

JO - SIAM Journal on Control and Optimization

JF - SIAM Journal on Control and Optimization

IS - 3

ER -

OPTIMAL CONTROL WITH STATE-SPACE CONSTRAINT I.

Abstract

All Science Journal Classification (ASJC) codes

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