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Title: State-Constrained Optimal Control Problems of Impulsive Differential Equations

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.
Authors:
 [1] ; ;  [2]
  1. Universite Paris-Dauphine, Ceremade (France)
  2. ENSTA ParisTech and INRIA-Saclay, Equipe COMMANDS (France)
Publication Date:
OSTI Identifier:
22122873
Resource Type:
Journal Article
Resource Relation:
Journal Name: Applied Mathematics and Optimization; Journal Volume: 68; Journal Issue: 1; Other Information: Copyright (c) 2013 Springer Science+Business Media New York; http://www.springer-ny.com; Country of input: International Atomic Energy Agency (IAEA)
Country of Publication:
United States
Language:
English
Subject:
97 MATHEMATICAL METHODS AND COMPUTING; GRAPH THEORY; HAMILTON-JACOBI EQUATIONS; LIMITING VALUES; MATHEMATICAL SOLUTIONS; OPTIMAL CONTROL; PARAMETRIC ANALYSIS; TIME DEPENDENCE; TRAJECTORIES