• 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