Uniqueness results for the value function via direct trajectory-construction methods

Héctor J. Sussmann

Uniqueness results for the value function via direct trajectory-construction methods

Héctor J. Sussmann

School of Arts and Sciences, Mathematics

Research output: Contribution to journal › Conference article

2 Scopus citations

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-JacobiBellman 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.

Original language	English (US)
Pages (from-to)	3293-3298
Number of pages	6
Journal	Proceedings of the IEEE Conference on Decision and Control
Volume	4
State	Published - Dec 1 2003
Event	42nd IEEE Conference on Decision and Control - Maui, HI, United States Duration: Dec 9 2003 → Dec 12 2003

All Science Journal Classification (ASJC) codes

Control and Systems Engineering
Modeling and Simulation
Control and Optimization

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Sussmann, H. J. (2003). Uniqueness results for the value function via direct trajectory-construction methods. Proceedings of the IEEE Conference on Decision and Control, 4, 3293-3298.

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