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Characterization of the value function of final state constrained control problems with BV trajectories

Abstract : This paper aims to investigate a control problem governed by differential equations with Radon measure as data and with final state constraints. By using a known reparametrization method (by Dal Maso and Rampazzo [18]), we obtain that the value function can be characterized by means of an auxiliary control problem of absolutely continuous trajectories, involving time-measurable Hamiltonian. We study the characterization of the value function of this auxiliary problem and discuss its numerical approximations.
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Submitted on : Wednesday, September 28, 2011 - 6:44:26 PM
Last modification on : Wednesday, May 11, 2022 - 12:06:05 PM
Long-term archiving on: : Thursday, December 29, 2011 - 2:31:05 AM

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Ariela Briani, Hasnaa Zidani. Characterization of the value function of final state constrained control problems with BV trajectories. Communications on Pure and Applied Mathematics, 2011, 10 (6), pp.1567-1587. ⟨10.3934/cpaa.2011.10.1567⟩. ⟨inria-00627518⟩

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