Hamilton-Jacobi-Bellman Approach for Optimal Control Problems of Sweeping Processes

被引:1
|
作者
Hermosilla, Cristopher [1 ]
Palladino, Michele [2 ]
Vilches, Emilio [3 ]
机构
[1] Univ Tecn Federico Santa Maria, Dept Matemat, Ave Espana 1680, Valparaiso, Chile
[2] Univ Aquila, Dept, Via Vetoio, Laquila, Italy
[3] Univ OHiggins, Inst Ciencias Ingn, Ave Libertador Bernardo OHiggins 611, Rancagua 2820000, Chile
来源
APPLIED MATHEMATICS AND OPTIMIZATION | 2024年 / 90卷 / 02期
关键词
State constraints; Infinite horizon problems; Sweeping processes; Hamilton-Jacobi-Bellman equations; Optimal control;
D O I
10.1007/s00245-024-10174-x
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
This paper is concerned with a state constrained optimal control problem governed by a Moreau's sweeping process with a controlled drift. The focus of this work is on the Bellman approach for an infinite horizon problem. In particular, we focus on the regularity of the value function and on the Hamilton-Jacobi-Bellman equation it satisfies. We discuss a uniqueness result and we make a comparison with standard state constrained optimal control problems to highlight a regularizing effect that the sweeping process induces on the value function.
引用
收藏
页数:40
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