DocumentCode :
403982
Title :
Uniqueness results for the value function via direct trajectory-construction methods
Author :
Sussmann, Hector J.
Author_Institution :
Dept. of Math., Rutgers State Univ. of New Jersey, Piscataway, NJ, USA
Volume :
4
fYear :
2003
fDate :
9-12 Dec. 2003
Firstpage :
3293
Abstract :
We present some new results, together with a number of particularly simple and user-friendly versions of results obtained in recent years by the author and M. Malisoff, on the uniqueness of solutions of the Hamilton-Jacobi-Bellman equation (HJBE) for deterministic finite-dimensional optimal control problems under non-standard hypotheses. Our approach is completely control-theoretic and totally self-contained, using the systematic construction of special trajectories of various kinds, and not involving any PDE methods. We donot assume that the Lagrangian is positive, or that the dynamics is Lipschitz-continuous.
Keywords :
Jacobian matrices; multidimensional systems; optimal control; partial differential equations; position control; HJBE; Hamilton-Jacobi-Bellman equation; Lipschitz continuous; PDE methods; deterministic finite dimensional optimal control problems; direct trajectory construction methods; nonstandard hypotheses; partial differential equation methods; positive Lagrangian; Boundary conditions; Control systems; Cost function; Equations; Lagrangian functions; Los Angeles Council; Mathematics; Optimal control; Trajectory; Viscosity;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Decision and Control, 2003. Proceedings. 42nd IEEE Conference on
ISSN :
0191-2216
Print_ISBN :
0-7803-7924-1
Type :
conf
DOI :
10.1109/CDC.2003.1271651
Filename :
1271651
Link To Document :
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