Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10426939 | Nonlinear Analysis: Theory, Methods & Applications | 2005 | 10 Pages |
Abstract
A proximal Hamilton-Jacobi characterization of the value function of a state constrained optimal control problem is obtained by exploiting trajectory tracking properties relative to inner approximations of the constraint set. The result is shown to be easily rephrasable in terms of Soner's constrained viscosity solution concept.
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Authors
F.H. Clarke, R.J. Stern,