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

Hermosilla, Cristopher; Palladino, Michele; Vilches, Emilio

Abstract

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. © The Author(s), under exclusive licence to Springer Science+Business Media, LLC, part of Springer Nature 2024.

Más información

Título según WOS: Hamilton-Jacobi-Bellman Approach for Optimal Control Problems of Sweeping Processes
Título según SCOPUS: Hamilton–Jacobi–Bellman Approach for Optimal Control Problems of Sweeping Processes
Título de la Revista: Applied Mathematics and Optimization
Volumen: 90
Número: 2
Editorial: Springer
Fecha de publicación: 2024
Idioma: English
DOI:

10.1007/s00245-024-10174-x

Notas: ISI, SCOPUS