Discontinuous Mayer control problem under state-constraints

Sławomir Plaskacz, Marc Quincampoix

DOI: http://dx.doi.org/10.12775/TMNA.2000.007

Abstract


This paper deals with Mayer's problem for control systems with
state constraints and, possibly, discontinuous terminal cost.
The main result of this paper consists in the characterization of
the value function as the unique solution to an Hamilton-Jacobi
equation. The above characterization extends results already
obtained in the case of regular cost functions and under some
controlability assumptions on the boundary of the set of
constraints.

Keywords


Mayer control problem; state constraints; discontinuous terminal cost; Hamilton-Jacobi equations

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