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
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