Infinite Horizon Optimal Control of Non-Convex Problems under State Constraints
| Autor: | Hélène Frankowska |
|---|---|
| Přispěvatelé: | Institut de Mathématiques de Jussieu (IMJ), Université Pierre et Marie Curie - Paris 6 (UPMC)-Université Paris Diderot - Paris 7 (UPD7)-Centre National de la Recherche Scientifique (CNRS), Air Force Office of Scientific Research under award number FA9550-18-1-0254., Toru Maruyama |
| Jazyk: | angličtina |
| Rok vydání: | 2020 |
| Předmět: |
49J53
49K15 49L20 49L25 0209 industrial biotechnology Hamilton–Jacobi–Bellman equation Mathematics::Optimization and Control 02 engineering and technology 01 natural sciences sensitivity relations Convexity 020901 industrial engineering & automation Maximum principle Bellman equation Applied mathematics Uniqueness 0101 mathematics [MATH]Mathematics [math] Mathematics 010102 general mathematics State (functional analysis) Optimal control value function maximum principle Infinite horizon relaxation theorem Relaxation (approximation) [MATH.MATH-OC]Mathematics [math]/Optimization and Control [math.OC] Hamilton-Jacobi-Bellman equation |
| Zdroj: | Advances in Mathematical Economics Advances in Mathematical Economics, 23, Springer, 2020, Advances in Mathematical Economics, 978-981-15-0713-7. ⟨10.1007/978-981-15-0713-7_2⟩ Advances in Mathematical Economics ISBN: 9789811507120 |
| DOI: | 10.1007/978-981-15-0713-7_2⟩ |
| Popis: | International audience; We consider the undiscounted infinite horizon optimal control problem under state constraints in the absence of convexity/concavity assumptions. Then the value function is, in general, nonsmooth. Using the tools of set-valued and nonsmooth analysis, the necessary optimality conditions and sensitivity relations are derived in such a framework. We also investigate relaxation theorems and uniqueness of solutions of the Hamilton-Jacobi-Bellman equation arising in this setting. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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