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 - 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