• DocumentCode
    3084689
  • Title

    Optimal trajectories associated to a solution of contingent Hamilton-Jacobi equation

  • Author

    Frankowska, H.

  • Author_Institution
    Universit?? de Paris-IX Dauphine, Paris, Cedex, France
  • Volume
    26
  • fYear
    1987
  • fDate
    9-11 Dec. 1987
  • Firstpage
    727
  • Lastpage
    732
  • Abstract
    In this paper we study the existence of optimal trajectories associated with a generalized solution to Hamilton-Jacobi-Bellman equation arising in optimal control. In general, we cannot expect such solutions to be differentiable. But, in a way analogous to the use of distributions in PDE, we replace the usual derivatives with "contingent epiderivatives" and the Hamilton-Jacobi equation by two "contingent Hamilton-Jacobi inequalities". We show that the value function of an optimal control problem verifies these "contingent inequalities". Our approach allows the following three results: (a) The upper semicontinuous solutions to contingent inequalities are monotone along the trajectories of the dynamical system. (b) With every continuous solution V of the contingent inequalities, we can associate an optimal trajectory along which V is constant. (c) For such solutions, we can construct optimal trajectories through the corresponding optimal feedback. They are also "viscosity solutions" of a Hamilton-Jacobi equation. Finally we discuss the link of viscosity solutions with Clarke\´s approach to the Hamilton-Jacobi equation.
  • Keywords
    Control systems; Differential equations; Dynamic programming; Feedback; Instruction sets; Optimal control; Viscosity;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1987. 26th IEEE Conference on
  • Conference_Location
    Los Angeles, California, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1987.272464
  • Filename
    4049362