Abstract
The present paper studies an optimal control problem governed by measure driven differential systems and in presence of state constraints. The first result shows that using the graph completion of the measure, the optimal solutions can be obtained by solving a reparametrized control problem of absolutely continuous trajectories but with time-dependent state-constraints. The second result shows that it is possible to characterize the epigraph of the reparametrized value function by a Hamilton-Jacobi equation without assuming any controllability assumption.
Original language | English |
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Pages (from-to) | 1-19 |
Number of pages | 19 |
Journal | Applied Mathematics and Optimization |
Volume | 68 |
Issue number | 1 |
DOIs | |
Publication status | Published - Aug 2013 |
Externally published | Yes |
Keywords
- Impulsive differential equations
- Optimal control problems
- Time measurable Hamilton-Jacobi equations
- Time-dependent state constraints
Cite this
Forcadel, N., Rao, Z., & Zidani, H. (2013). State-constrained optimal control problems of impulsive differential equations. Applied Mathematics and Optimization, 68(1), 1-19. https://doi.org/10.1007/s00245-013-9193-5