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Journal Articles Communications on Pure and Applied Mathematics Year : 2011

Characterization of the value function of final state constrained control problems with BV trajectories

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Abstract

This paper aims to investigate a control problem governed by differential equations with Radon measure as data and with final state constraints. By using a known reparametrization method (by Dal Maso and Rampazzo [18]), we obtain that the value function can be characterized by means of an auxiliary control problem of absolutely continuous trajectories, involving time-measurable Hamiltonian. We study the characterization of the value function of this auxiliary problem and discuss its numerical approximations.
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Dates and versions

inria-00627518 , version 1 (28-09-2011)

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Ariela Briani, Hasnaa Zidani. Characterization of the value function of final state constrained control problems with BV trajectories. Communications on Pure and Applied Mathematics, 2011, 10 (6), pp.1567-1587. ⟨10.3934/cpaa.2011.10.1567⟩. ⟨inria-00627518⟩
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